Step one...join you local BKKS section. You will be able to get all sorts of local advise.
British Koi Keepers Society | The BKKS | For everything Koi in the UK - since 1970
One of the best sites for pond construction info is from Wales:
Koi Cymru. Follow the links on the Welsh page to the construction steps. That should answer most of your questions about a proper construction design and installation.
Our pond in Atlanta is 2 feet above ground and 6 feet below. Our koi very much like the 8' depth. While a pond can be too deep for us (too deep to easily net them), it can not be too deep for them. The greater the depth the greater the water volume and typically the more stable the water parameters...including temp.