No.

I'd use regular framing lumber and Schluter Kerdi.

I second the NO ,that wood belongs outdoor not inside the home ,

No. For all the reasons stated above. Not inside the home, it tends to be very wet and will shrink, and treated lumber isn't a substitute for proper waterproofing.

Curbs should be concrete. Not wood. With the proper waterproofing over them.

No for shrinkage and special fastener issues. If it leaks its a bigger problem treated cannot help with anyway.

Contractor will be here soon. What should I say?

I always use PT in contact with concrete, certainly if you've drilled holes or driven nails in the slab to anchor the wood. Seen too many cases of termites using such spots as entry points. That surround is too small for shrinkage to be a significant issue--remember wood shrinks mostly across the grain, almost not at all in length. If you're worried use KDAT treated lumber. (Kiln Dried After Treatment-- you have to go to a lumber yard for it, the Borgs don't stock it.)

Is it ok to nail cement board to curb & liner?

Building a shower pan that doesn't leak can be tricky. Keep in mind that if it leaks, the only remedy is ripping out all of your work (tile, base, everything) and starting over. You want to make sure you get it right the first time. There are some excellent YouTube videos that you should watch, even if you aren't doing the work yourself. It will clue you in what to look for. Watch several of the videos so you get a good feel for the right way to do it.

There's also this video that talks about a job gone bad.

Some of the other issues involve sloping the curb towards the shower (not level), making it the proper width to avoid unnecessary grout lines

Note the use of Red Guard, and the correct gap from the wall board to the floor.

BTW: If after watching these videos, you see your contractor doing the wrong thing - stop him and have a conversation. You seriously don't want this to be wrong - because it will usually only become apparent several years after he's been paid.

"Curbs should be concrete."

The Cook's Kitchen, I'd put a foam Schluter curb or bench against concrete any day. Much faster and much more water resistant.

Brick and concrete are old-school. Old school sucks.

Thanks, after I talked to him, he covered up the wood by nailing cement board over it punchering the liner, so I let him go. The walls are spliced & bowed, I will have this torn out & rebuilt.

I'm sorry that happened... but you are far better off dealing with it now than after all the tile is in. Get someone who really knows what they are doing. Consider a cast iron shower base (not acrylic) to avoid some of the issues.