Natural swimming ponds don't necessarily need any winter preparation unless you plan to use them yearround. Most natural ponds will simply freeze over in the colder months, and regrow as the spring melts away the frost. However, if you'd like to be able to use your pool throughout the winter, you may want to make use of a heater and a cover.
A heater will keep your water warm, even if the environment is cold. However, make sure that you're maintaining a temperature that your plants can handle. A cover during the nighttime will prevent heat from escaping -- just make sure it doesn't cover the