Dig a large hole for your pondless catch basin. This basin will catch and hold your water so that a pump can recycle it to the top of your waterfall.
Unfold your plastic PVC pond liner and line the edges of the catch basin.
Cover the edges of the pond liner with large landscaping rocks.
Place a submersible pump in the bottom of your catch basin. Attach pond pump tubing to the out flow tube of the pump.
Mound the rocks up on one side to create a spillway for your waterfall.
Thread the pump tubing through the rocks so that it is hidden and can deliver water to the mouth of the spillway.
Fill the catch basin with pea-sized gravel to the lip of the basin. The gravel must be larger than the intake screen for the pump.
Fill the catch basin with water until the waterline is just below the top of the pea sized gravel. Plug in the submersible pump, and allow it to circulate water to the top of the waterfall. Then add more water until the catch basin is full again.