When working over wonder board, glasscrete thin set, or standard mortar over wire should be used for the best results. If the surface you are trying to veneer is a stucco wall, standard mortar over wire should be used. A stucco wall is almost never flat. To have a plumb surface you will need to fill the low areas of the wall with mortar prior to installation of the veneer. One can use Portland mortar which is a mix of sand and Portland cement or Plastic cement.
Plastic cement is easier to use.
Tools required for paving are a shovel, rake, spool of string, a level, a straight edge trowel, a couple of sponges, a bucket, grout bag, wheel barrow and possibly a cement mixer if the job is large enough to warrant it. Sand can be used as a substitute for mortar in grout joints. The draw back to this is the inability to clean the area later on. It can not be swept or hosed down without pulling the sand out of the joints. Yes, provided you have followed the recommendations for sand set paving i.e., permanent barrier and proper bedding sand set.