The first thing you need to do is remove the shower head since it is attached to the shower arm, which we need to get rid of. Usually, it is hand tightened and can be removed easily, but if it’s stubborn, then please use wrench or channellock to remove it.
Shower arms are usually tight and you won’t be able to remove it with your bare hands. So you can use a channellock or wrench to unscrew it. You can use a rug to prevent any scratches.
Before you put on the new shower arm through the wall, please make sure you use a thread sealing tape in order to prevent any leakages. Four to five rounds of the teflon tape should be enough to do the job.
Now you can put the shower arm with the escutcheon through the wall and hand tighten it clockwise as far as you can. Use a wrench later to secure it to the wall if necessary.
Now that the shower arm is fixed, you need to put the shower head back on. You can use a teflon tape again to avoid any leaks from the shower head. Once done, you can hand tighten the shower head or use a wrench (along with a rug) if necessary.
The last step is to turn the shower head on to make sure that there are no leaks.