I'm not sure you absolutely need to be present for any specific step, but you'll want to verify certain things at various points. I've never had a pool built, but as an engineer, I can think of things I'd like to verify if I were in your shoes.
Size/shape/location - Is the hole where you want it? I'm sure any decent builder will paint marks on the ground. Make sure you like the placement before they dig! Are the dimensions right? Did they dig it to the proper depth? Also scrutinize placement of any bench, steps, beach entry, or other feature.
Plumbing - Are the right number of skimmer boxes, drains, returns, vac port, etc. present? Is everything the diameter of pipe you agreed to? Also think of plumbing for any water features. You only get one chance to get this right.
Electrical - # of lights and placements. I presume the lights have to be low voltage for a new pool, but I'd still verify.
Equipment pad - verify placement of all drain and return lines BEFORE they hook it all up. Make sure there will be adequate room for the equipment without being up against a fence, wall, etc. (mine backs up tightly to an L shaped corner of the house, a real pain for working on the pump)
Remember, all of these things are easily adjusted while being placed. After the concrete is down, you're gonna be stuck with them.
