We started by finished the walls to the floor with plywood. We rounded out the opening with the plywood and later covered the door with lots of Styrofoam to save the heads we are sure will make contact. We outlined the water area with logs and wood we had on hand and screwed them together well. There will be a lot of pressure on these from the water so they need to be well connected. We built our bridge out of wood we had on hand.
We used billboard tarps to line our pool and cover the walls. You can get these from your local billboard company (usually free). We used one to line the pool and a second bunched up to make the walls. In the next picture you can see it all wrapped and the pool filled with water.