A stucco coating (fiber-reinforced usually) is pretty standard for protection of exterior foam above grade.
That can simply be applied to the foam.
Stone veneer (being considerably heavier than stucco, despite being described as "lightweight") would require a much more substantial support. A metal lath attached to the wall appears to be typical. There's an obvious need to use appropriate masonry anchors for the screws to support the lath, other than that, it should not differentdiffer greatly from applying it to a wood wall.