I'm building a shop that will have a commold, and hot and cold water. At what place would attach the water to the building. Would it be the hot water heater?

Where it enters the building and add a building shutoff there. The hot water heater gets fed at the building supply pipe size.
The building and cold water inlet to the hotwater heater shutoff could be at opposite sides of the building.

You tap into existing main line BEFORE it reaches main building. Then you continue to run this line to the new shop structure.

If pressure higher than 75psi, install new Pressure Regulator before new main line enters shop. Also, dedicated main shut off valve must be installed at the same location.

Do you plan on running the system under the slab or will it install overhead? Back to you, Tom