He does use foam, but he's one of the few pros I've seen do it. But it's not structural - he's just using it to fill the gaps. Most builders use gravel for that purpose - done correctly it helps lock stones in place. There are other pond builders with YouTube content that show rocking done without foam - The Pond Digger just has this excellent series on the step by step process. I'll see if I can find and post a few other examples.
@JamieB got it exactly right. You need to place each stone so that it's completely stable - no shifting or unstable rocks as you go up. We found that every rock has a natural "flat" side (not truly flat, but a side that is most obviously the bottom). Sometimes you place a rock and then realize it's not quite right - pull it out and try another one. Start with the largest rocks as the very bottom course and gradually get smaller. Like I said, your sides should be dug with a slight backward angle so you can rest your rocks against them as you build upward. Our sons - the youngest was "project manager" at 19 years old, the other two took orders from baby brother! - rocked our entire pond with no experience at all and it's as solid today as it was 8 years ago. My husband's number one rule as they were building was every course had to be stable enough to walk on. Zero movement. They got very good at it very quickly.
Here's a picture of our pond partially filled. The wide shelf at the bottom of the photo is the shelf beneath the waterfall. We wanted that to be wide enough to hold plant pots and still be able to walk on it. That shelf is about 8 inches deep. The wall beneath it is straight up - almost 2.5 feet high. The wall that you can see under the big rock at the middle is built from the bottom up without a shelf - that big rock gets stood on all the time and it's solid as a, well, rock! The area to the right of the big rock is our step out - we can literally climb out of the pond like walking up the steps. It's also an area where the fish can swim right up to the edge. (We thought we would use it as a feeding spot, but quickly learned it's not such a great idea to train your fish to swim up to a spot where they can be easily snatched by predators. Now we let the grandkids or visitors feed the fish there, but our routine feedings get tossed further into the pond to keep them away from the edge while eating. )
Hope this is helpful! Like I said, I'd be cautious about building a pond too deep, but that has more to do with concern about the integrity of the surrounding soil than the ability to rock it safely and securely.
