A vichy shower is a horizontal rod suspended above a special treatment table. Water shoots out from holes in the rod and showers the client laying on the table. Vichy showers are typically located in a "wet room". As you can probably guess, a wet room is designed to get WET. Wet rooms are one of the most expensive rooms in a spa.
They have different requirements than dry rooms used for massage and facials.

Requirements include special materials such as cementous board behind the tile and a sloped floor with a drain. Other considerations are proper ventilation to avoid stuffiness and mildew accumulation and strong enough plumbing so you have sufficeint water pressure.

A typical vichy shower room is 9' x 12' to 10' x 12', but depends on the actual size of the vichy shower. (Consider a space of 3 feet on all sides of the shower.)

You are propbaly looking at a cost of between $15,000 to $25,000 to build a wet room (not including the equipment).