For more mature ponds:
To a certain extent, the answer to that question depends on your wishes.
If your wish is to have a natural looking pond with lots of plants and a few fish, and if you don’t mind your pond to have a somewhat greenish color, you can live without a UV filter.
Also, in such a pond with few fish, just adding some more plants can help a lot to clear up the green color. (Plants use the nutrients that would otherwise go to the algae… they’re literally starving the algae.)
But on the other hand
If you are a koi (or other fish) fanatic and want to have a crystal clear pond with lots of fish and few plants (because plants only hide the fish from view), then a UV light might be the only way to reach your goal.
Why is that? Well, an exceptional density of fish in your pond comes with a high density of fish-poo as well. And that brings in a lot of available nutrients. If there are hardly any plants present, then that leaves a lot of food on the table for the algae. And if on top of that the pond is in full sunlight as well, then we have the ideal circumstances for algae to thrive.
While a slight green color in the pond is nothing to worry about (and is even healthy), having a dense pea green soup color can be dangerous to your fish. An extreme amount of algae in your pond can cause a lack of oxygen, with possible die-off of the fish as a result. (See this article to know what algae really do to your pond.) So, an action to keep the algae in check is required here.
Ultimately, a pond with lots of fish and few plants would not occur in nature, and as such asks for an technological remedy to keep the situation as it is.
A UV light is very effective for this.
For new ponds
For new ponds with enough plants and without an extreme amount of fish:
If your pond is brand new and has the green pea soup problem, all you might need is some patience. It takes some time before the water in the pond is cycled (the cycle of converting ammonia to nitrite and nitrate – read more here) and has found a balance.
Also take out any dead leaves and organic matter to avoid more nutrients to end up in the water. Adding temporary shading can help too. As your plants take hold the green problem will gradually disappear.
When it comes to adding of fish, I suggest to only add the fish one two at a time, and then wait one month before adding more. Doing it in this way prevents too many nutrients from the fish poo going in the water too quickly.
But for ponds without many plants and with a lot of fish, a UV light is most probably recommended from the start.
Next: Read pond UV filter reviews here