A natural swimming pond can absolutely work in cold climates with the right design. Deeper water helps prevent the entire pond from freezing solid, giving plants and beneficial bacteria a better chance of surviving the winter. Choosing hardy, cold-resistant aquatic plants keeps the filtration system working as long as possible before everything goes dormant.
Some people let their ponds freeze over completely and even use them for ice skating, while others install small aerators to keep a section open for wildlife. When spring comes, the ecosystem naturally wakes back up, and with a little seasonal cleanup, the pond gets back to its clear, swimmable state.