..if I were to do a koi pond, do I need a liner, or can I just dig a hole and fill it with water.
Certainly no stupid questions.
Whether a liner is needed depends on your soil conditions, water source and water table. In heavy clay no liner is needed. In sandy it's needed. Then there's everything in between.
Where I lived in NY the water table was near the surface for most of the year so that made earth ponds easy.
If you have a cheap water source then water can be pumped in faster than it goes out. Most (maybe all) of the old Koi farms in Japan have stream/spring fed ponds.
If none of those options are available you'll need something to reduce water loss. That ranges from adding clay, which one depends on your soil. Really need soil testing to know. There are rubber and plastic liners. Up from that would be concrete, fiberglass, etc...
How deep would it have to be? I am in Nova Scotia Canada we have some pretty chilly winters, I would like the koi fish to be able to stay in the pond year round.
I looked at your temp averages, didn't look too bad. One year in NY we had -28 C lows and -18 C highs for more than a week solid. Ground froze to more than a meter, I know because I was digging holes at the time. So I'd guess at least 1 m. But I'd call any local pond builder or Koi retailer to get a much better answer.
Once deep enough to not freeze solid the next risk has to do with gases in the water. The water can be aerated at the risk of dropping water temp or let ice insulate and risk gas problems. Never possible to predict. Some people build tanks in their garages for the fish. They even add windows to the tanks and sit around partying and watch the fish. Sounds like fun.
What equipment would I need for a pond?
Depends on many factors like pond size, water source, budget, fish load, and your goals. Would need a lot more info.
Also what kind of fish could I stock the pond with other then koi?
Pretty much anything you want. I wouldn't add pike or bass unless you were starting out with full grown Koi.