Basically all you do to build a pond is just dig a deep hole in the ground and put a liner in it to contain the water.

First, however, you must do a lot of planning otherwise you might end up with a crooked pond!  You will need to outline the area for your pond by using rope or garden hose to get an idea of how it should look. Before you dig it is very important to get the edges of your pond level. The use of a water level (clear tube filled with water...), laser level, and possibly even a transit will probably be necessary to level the pond over long distances.

This pond presented a challenge because the soil was mostly rocky fill and dense clay.  The side toward the patio was very loose stone and had to be reinforced with a concrete mortar compound, pressure treated wood, and wire mesh to prevent stones from piercing the liner.  Ideally the pond should have been built upon a concrete foundation with cinderblock sidewalls.  The finances just were not available to do that so we had to make do.