Is it going to be a wildlife pond or a fish pond? If the former then yes,a bucket of water from an established and healthy nature pond would give you some insects to colonise it,plus beg a few pond snails too!!Other insects will soon arrive as if by magic.
However if a fish pond then when you have the filter set up ,get some bacterial filter feed for it to start the biological process.However i would wait until it gets a little warmer and don't think about adding pond plants until end feb or march,and fish end march,april time.