Pond Lily

Don't see any reason why not! The water you put in your tank and the water that fills the pond are almost certainly from pretty much the same source (rain or groundwater) so that would not be a problem. Whether they would do TOO well might be a consideration. It may take some adaptation for depth more than anything else, unless the lillies are in a very shallow part of the pond.

Don't collect off public property of course, and I'm sure you would get permission from the landowner, and you should be good to go. If it doesn't work out for some reason there are smaller lillies sold specifically for fishtank use you could look into.

I've collected two different types of lillies from local ponds and grown them in my tanks just fine, but I used soil substrate and decent lighting for them...

Pot them. There are specific pots used for pond plants. You'll want to put down soil, and cap it with sand. They need a lot of light to flower, and may need a dormant stage.

If you pot them, no need to worry about substrate. It would be in the pot...