Chlorine is deadly for fish. It's basically like someone pouring acid into your lungs for them. Chlorine evaporates over the course of 24 hours though, so I don't think it was that.
Treat your pond much like you would a tank, you should have a filter installed and it should be cycled. Cycling takes about a month, you should probably return your koi and wait until then. Adding too many fish at once can force the tank into a mini-cycle, only add 2-3 fish per week. Koi need around 2 000 gallons of water to thrive, watch yourself when you stock them.
Doh! Totally forgot about chloramine! Has the same feeling as chlorine for fish, just lasts longer. It can really make life a living hell for an aquarist without water conditioner.