That is a pretty spot for a pond!
The major reason to put a pond liner in is to prevent the water from escaping the pond. If the pond was holding water before you emptied it, and does not have any cracks or fissures you do not need one. If it is leaking, a pond liner is easiest to install, but you can use the sealant normally used in pool repairs. Make sure that whatever you use is fish safe.
From there, what you need to do to your pond varies with the type and style of pond you are thinking of....
One type contains a pump and filter.
-place the pump in the deepest part of the pond, but a couple of inches off the bottom of the pond. It should have a foam prefilter around the intake. The prefilter keeps the pond lilies, mud and the fish out of the filter.
-place the return for the pump someplace where it can fall into the water in a waterfall or fountain. This adds oxygen to the pond. (This might be part of your oxygen pump system.)
-Fill the pond with water and let the system run for at least a week while you check for malfunctions and misalignments.
-add the pond lilies. They should be planted in an pond gravel or soil in a pot. Not dirt. Dirt will float away and clog the pumps. Do not place them on or near the filter. Different pond plants require different water depths and if you have room, fish will appreciate multiple species (water lilies and rushes, for example)
-Once the pond lilies have been planted give them a week or so before adding fish.
-Fish need much less feeding in an established pond than you would expect. Feed them regularly in tiny amounts and watch to see if they are slim or getting round. Excess food will also make your filter problems much larger.
-Filters will need regular maintenance depending on type and style. At the very least, it will probably be every couple of months (depending on what is in the pond, more fish will require more cleanings).
-feed plants with pond formulated food stakes once a year. Prune and remove debris as necessary.
The other type of pond requires less care but more preparation.
-Instead of a filter, install just a pump (you will still need a prefilter to keep fish from being sucked in but it can just be a simple grate). The pond will use this as oxygenation. Place in the deepest part of the pond, but a couple of inches off the bottom.
-Plant very heavily with several types of water plants (water lilies, marsh marigolds, rushes, other water plants). Still use baskets full of pond media. Allow the water plants to establish themselves and try to cover at least 3/4 of the water surface to prevent algae growth. (You may need to bail algae occasionally still in the spring or fall.)
-Give the plants several weeks to settle in. In this version, the plants are the water filter.
-Add much fewer fish. But feed as in previous instructions.
-Feed plants with pond formulated food stakes once a year. Prune and remove debris as necessary.
-Every one to two years drain down far enough to remove mud and debris off the bottom and refill.
-In this version you are creating a balanced ecosystem. You will have algae blooms, green water and arguments with the pump getting clogged until it is all working, but once it is working it is almost impervious to anything except the pond running dry.
Hope this helps!