Maintaining the temperature is going to be your biggest problem, I suppose.
You could lay heating coils under the substrate/ pond itself and if the pond was covered (say) enclosed in a conservatory type of glass structure, it might work. You will definitely incur a fat electricity bill
Someones got an indoor Oscar pond.. I've forgotted who. Anyways, it depends on your climate. Those who live in a very warm place can keep tropical fish in an outdoor unheated pond all year.