You can build a pond using a flexible liner or you can concrete the base. You mix the concrete using cement, gravel, sand and water and throw in a little waterproofing agent too (as best as I can remember the procedure).
Having prepared a flat base and removed any loose material you tamp down a layer of around four inches of cement and then smooth off the surface as if plastering.
Leave it to 'go off' which just means 'to dry', not to wander away. Then, just add water. Voila, your pond.