Actually my Walmart in Norman, OK is closing out a "bathtub" spout -- it's the chrome piece that's about 6 in. long, and uses 1/2 in. pipe threads (female) to connect to the supply where the bath water comes out.
This spout is different because has a diverter valve that diverts the water to a hose connection on the bottom of the spout.
So buy this part (about $3 here, maybe $9 elsewhere), take it to the hardware store or Home Depot and get them to sell you the right hose and hand held shower head to attach to the hose connection.
Use (buy) a "strap wrench" to unscrew the old spout and same wrench with teflon tape to attach the new spout.