Kerdi works just fine over a mud pan, should you decide to go that way, and, if you're doing the labor, a lot cheaper than their preformed pan (which works if the floor is flat, level, the drain is where you want it, and the size is at least close to your desired size - it cuts easily). Deck mud is cheap, but takes more time and skill.
One thing that you need to determine for ANY install over a slab is how dry the slab is. There are test tools you can use to measure it, but a simple test is to take about a 1' square piece of plastic and tape it down to the slab and leave it for 24-hours or so to see if it traps any moisture. If the underside gets wet over that time, you need to evaluate things in more detail.
Over a slab, there are a few ways you can build your curb. One would be to use concrete pavers or bricks. If it were on a subfloor, you could do it with 2x4 material. Or, you can do it with KerdiBoard. The foam curbs work, but are bigger than some people like.
When you build a conventional or Kerdi shower over a slab, you do a bonded mud bed. This is accomplished by either making a slurry of portland cement, then cover it quickly with the mud, or use thinset mortar as the bonding agent. This bonds the mud bed to the slab. A bonded mudbed can be thinner than a floating one. Over a wooden subfloor, you'd do a floating mud bed and there, you'd put something down to decouple the wood from the pan (plastic or felt), then staple some lath in place, then the mud. The moisture barrier is there to help ensure it doesn't suck too much moisture out of the mud which will make it weaker, during the curing process.
Check out
www.johnbridge.com for help with building a shower. Here if you need help with the plumbing choices.