In my bathroom I have a shower and tub separate. I want to put a wall at the end of the tub and add the shower with the tub. With the existing shower I need to cap of the pipes what are the steps and materials to do this?

It isn't hard to cap an old shower but it would help if you tell us more about the layout. Can you get to the pipes behind the wall or from under the floor? You want to trace the hot/cold back to their feeder lines if at all possible. Are they copper, galvanized, CPVC?

Before you build the wall at the end of the bath tub you need to buy a "Tub and shower Valve" and install it before you do any tile work or what ever you are going to put on the walls. Run a pipe up the wall the height that you what to put the shower head.
Now closing off the old shower pipes is a different mater. Depending where you can get to the pipes to cap them off.