I'm installing a basement shower using Durock for the walls and over the floor. Then I plan to use mortor to create the slope to drain. Do I need to use any underlament?

Mortar s not water proof and a water proof barrier is needed.What is the floor material below? Have you considered a ready made plan like a Swanstone http://www.theswancorp.com/images/link_spec/ss36dtf_36neo_38neo.pdf or even using a Kerdi system Shower Systems - Schluter-Systems (http://www.schluter.com/143.aspx)

The floor is concrete

The Kerdi system can go down directly on concrete. Schluter-KERDI-ST/-SC/-SR/-SB - Schluter-Systems (http://www.schluter.com/8_3_kerdi_st_sc_sr.aspx) Is your drain already ruoughed in where you want it? You can also try Tile Redi http://www.wayfair.com/Tile-Redi-Single-Curb-48-W-x-34-D-Shower-Base-with-Integrated-Center-PVC-Drain-3448C-PVC-TLE1024.html?refid=GPA49-TLE1024&gclid=CNzf8dGVkq4CFYMKKgodMnYEIw