You don't need hydroballs unless you want a drainage layer. Do a search on here for "false bottom" or read Kurt's Red Eyed Tree Frog care article for an in-depth description of how that works.

As for a pond, if you use a drainage layer you can build a pond into that, but it's probably just easier to provide a water bowl. The toad won't use it much though.

The mesh you would use is the fiberglass window screen you can buy in rolls at the hardware store. It's soft - not abrasive. You usually put substrate on it.