I remember my attempts at pond building as a child. After digging a modest hole at the end of the garden I would run back and forth with a watering can for a day attempting to fill it with water. Of course, all the water would simply disappear into the earth and being no more than 7 years old, I had no idea why my pond wouldn't hold the water like the 'natural' ponds I would see outside.
What I didn't realise back then was the water would never stop soaking into the porous earth. Just like your sandcastle moats, without a liner water just drains away.
Using a pond liner in pond construction is a no brainer. Pond liner comes from a roll similar to a carpet so you just have to calculate how much liner you need for the size of your pond. Pond liner calculators are very handy for this task, you just need to get the length, depth & width of the pond.
Do I need Liner Underlay?
Large pond projects definately require pond lining underlayis a must. Particularly when there is the possibility of the liner getting damaged by tree roots or sharp rocks!
You have the pond liner so what is next?
Once you have lined your pond and filled it with water it doesn't end there. You have to prevent the water becoming stagnant. Depending on the purpose your pond will almost certainly need a pump, particularly if you intend keeping fish! Choosing a pond pump, like liner, has a lot to do with the size of the pond. Your pond pump should be powerful enough to pump all pond water within a certain timeframe.
I expect I would have continued trying to fill that pond in my childhood even if I knew the truth and correct way to construct a pond. The race to return with another refill before the previous bucket of water disappeared into the ground along with soaking my parents kitchen was great fun!