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Hi Liz, most mixer showers can be installed within the cavity or on the wall, its just dependent on the type of bracket purchased.
However you can also get some models designed just for being mounted on the surface such as the one here, though it shows the cold and hot inlet pointing to the rear they can swivel 180 degrees to face down if you needed to connected it on a rising pipe.
Let me know if I can be of any further assistance.