Prepare Dig Site
Spray-paint the outline of the dig. If you're going natural filtration, plan out where you want your plant garden. 50% of the total area needs to be covered. If your going artificial filtration, prepare an area where the filter will be housed.
Dig out the sides and middle , creating however elaborate you want your pond to look. Dig out any lines you'll need for PVC filter lines and electrical conduits. When finished digging, install the lines, and cover them. Then tamper the whole surface area of the pond.
Seal the Bottom
If your soil isn't too sandy or rocky, use a 2-3" layer of bentonite clay to seal the bottom. if you can't use clay, use a 30mm EPDM liner for sandy soil, or 45-60mm for rocky soil. Then fill in the areas with 4-5" of sand or clean gravel, or a mixture of both.
Make sure PVC and Electrical lines are run, then cover the area with a proper liner. For a waterfall feature like this, fill with 3-5" of sand, then place rocks along the edges. Areas where plants will be, add 3-6" of uncontaminated soil (depending upon plant) then fill the pool. Install the plans after one week.
Install Water Access
If your pond gradually gets deeper, you man not need this. But if it doesn't, make sure to install a dock with a ladder, or a contraption shown here (I can't think of the name).