Nope not true. There are many many ways to build a koi pond. Rocks inside the pond is not one of them.
Filtration for a koi pond- Take your pick, bead filters (many to choose from), Nexus filters with Answer or Eazy(again your choice), bakki type showers(pick a media, any media), DIY upflow barrell filters, super long j-mat or matala runs (Japanese style) and I'm sure there are plenty I missed.
Skimmers for a koi pond- Pool skimmer, Savio skimmer with filter, no niche skimmer, again your choice.
Bottom drains for a koi pond- 4" bottom drain with air or without. Your choice but I'd go with air.
Pumps for a koi pond- Skies the limit here. How much do you want to spend and how may times an hour do you wqant to turn the pond over (should be at least 1x but feel free to go higher)
Liner- concrete block with poly or pondarmor or any other type multi part sealer that is non leaching and koi safe, gunite that is also sealed like block, epdm liner, fiberglass and I'm sure there are some I missed.
Shape- Again its your choice just be careful about dead spots.
The above
barely touches on the choices of materials when building a koi pond. I didn't even mention UV's and tprs etc.
The important part is that it is all designed as a system to work together to provide the best water quality possible for your koi.
For instance dont buy a 7000gph pump and hook it to a bead filter that can only flow 3000gph max (you'd be surprised).