This is one of the misconceptions that first-time pond owners have. Normally, pond water does not actually contain pure oxygen but air containing about 20% oxygen. And there really are no such pond equipment as oxygen pumps and oxygen stones, but just air pumps and air stones.
They work by sort of “agitating” the water, making it circulate so that oxygen in the atmosphere may be “absorbed” via this process of circulation.
The more accurate term for this process of circulation is aeration. Henceforth the names “air” and “oxygen” should not be confused/interchanged.