Exposed showerpipe or shower piping within cavity wall

[Possom]

I have been considering installing a Hansgrohe Raindance, as above.

I noticed that when the brandname Hansgrohe is typed into eBay it brings up many component parts.

http://www.ebay.co.uk/sch/i.html?_from=R40&_sacat=0&_nkw=Hansgrohe&_pgn=2&_s kc=50&rt=nc

Since the wall I'm considering installing the shower on is a cavity wall, would it be possible to purchase the individual parts for a Hansgrohe shower of same quality and install these so that the pipework is hidden behind the cavity wall?

If so, what are the names of the parts I should look for to have a functioning unit like this?

Eg Overhead shower, hand shower and what else? What’s the horizontal bar on the unit called?

Thanks!