The baskets, hessian etc are for plants that you will grow in the water of your pond. Their purpose is to contain the compost where it is needed, round the rootball of the plant, rather than having a large blanket of mud all across the bottom of the pond. If you have a large, natural lake then you obviously don't need this.
If the plants are for the bank of the pond then you can plant them directly into the soil.

it will depend on the size of the pot they come in and if you intend to pop them next to others.

you can leave them in their individual pots and they tend to get their nutrients from the water anyway. the water quickly gains nutrients from the aninals living in the pond.

In the past I have potted plants up into bigger baskets and just used pea gravel to plant them in. I have fish in my pond so they 'add' the nutrients the plants need.

Just a thought ... too many nutrients added to a natural pond (if it is?) through plants with compost may cause problems in the future with green/algae water. If your pond is circulated with a filter, rather than just natural, you should be okay. Use rainwater wherever possible to top up your pond. Tap water has too many nutrients in it!!

Thank you to you all for your quick replies and advice. That will help me enormously,