Before you start
Start with the right sheet. Which wedi board thickness covers walls, overlay and underfloor heating, including the BBA stud centres. Download the installation PDF from the product page and follow that rather than a generic YouTube clip.
Just Wedi supplies the products. Fitting should be done by a competent tiler or bathroom installer, using the datasheet on the product page as the last word.
Fix the boards
wedi 610 is the specified adhesive sealant for bonding wedi boards to timber or metal studs, and for waterproof butt joints. A generic bathroom silicone is not a substitute. If the datasheet also calls for mechanical fixings, use those as well, and stick to the current wedi UK instructions for the thickness you bought.
Every board edge needs support. BBA 00/3675 Issue 4, Table 12 gives maximum stud centres of 300mm for 10mm boards, 400mm for 12.5mm, and 600mm for 20mm, which you should confirm against the live certificate and datasheet.
Seal the joints
The XPS core is already waterproof, so the wet-area work is at the joints. Run a bead of wedi 610 with wedi Tools joint reinforcement tape, or use sealing tape with wedi 520, and then tile onto that.
Floors and overlay
4mm and 6mm boards are the usual overlay on a sound floor, including over suitable underfloor heating once the heating build-up is complete. Bond and joint them as the floor datasheet shows, and check that build-up before you order.
Then tile
Once the joints are sealed and the adhesive has cured as the datasheet states, you can tile. Grout will not waterproof a joint you skipped.
Shop the kit
You will want boards, 610 and reinforcing tape together. Each product page has the datasheet if you need to check a detail.