Yes, dig your test holes!
Are you sending some of your soil samples for actual analysis, or doing a "poor boy" analysis by yourself?
You need clay at your location to build a dam that will block the water in the pond from moving downslope. Likewise, you could even have an excavated pond with the sides and bottom lined with clay for sealing. Both of those types of ponds rely on surface run-off water as the source for the pond. A true groundwater pond will be a little more complicated to evaluate.
If by yourself on your test holes, then you can still test for clay. When you get down to the wet material that looks like clay, try and make a mudball of clay in your hands. If you have decent clay, you should easily be able to make one the size of a golf ball. If so, then take about half of that and try to make a clay "worm" between your palms. If you can do that, then you have really good clay available!
Don't worry if you can feel sand grains on your palms. Some sand in your clay is just fine.
The reason groundwater springs and ponds exist, is due to layers of porous and permeable material in the ground. These are typically sand or gravel layers. These layers are beneficial for groundwater ponds because they supply the water. These layers are detrimental for just throwing up a dam, and would cause your pond water to leak under and around the dam. That is why a properly constructed dam requires a core trench of compacted clay.
Look for these layers of sand and/or gravel in your test holes.
A seasonal wet spot on your property, could be due to either groundwater OR surface water collecting in a low spot. Your test holes may help in answering that question.
I have attached a pond construction handbook for you. There is some very technical information, but most of it is an excellent description of all of the basic factors to consider for building a pond.
Pond Construction - USDA HandbookGood luck on your pond construction project!