Keep it in a sheltered area. Something were you won't worry about outside debris getting in (like leaves). You'll also have to watch your specific gravity close - outside means a lot of water loss due to evap.
Not sure about your area, but when I did a pond in TX, I really had to watch the predation by local animals. (I had an African cichlid pond out back.)
You'll also need a good way to circulate it without creating too much surface variation (so you can still see the fish).
What size and fish did you have in mind?