Pond Liners
Pond liners are absolutely essential for a pond to hold water in soils that are not dense enough to prevent drainage. The best way to check and see if the soil is suitable for a pond without a liner, simply roll the soil into a ball. If it remains in a ball after repeated handling than the soil is suitable for a pond with no liner, simply dig a hole and fill it with water to start.
For most soils pond liners will be required. They are typically thin and can be cut into any shape. They can also be sealed to each other for large ponds. They must be sealed very well to prevent leakages that could drain into foundations or other areas causing many problems. Pumps and piping can be put on top of the liner.
Pond liners can be found where pool and pond supplies are sold as well as online. There are pre-molded versions as well which can be simply inserted into a hole that is dug out to the right side. Some of these even come with a pump and filter pre-installed, just add water.