When you get your incubator, it should come with instructions about humidity and all that. It's usually what works best with that particular incubator. I know there is SO much info out there it's hard to know what is right because people tend to do things the way that works for them. Incubating can be a little bit of a learning process to find what works for your particular eggs, your incubator, and your location (ambient humidity).
This is what I do:
35% humidity for incubation, up to 55-60% for "lock down" (Day 26)
I cool my eggs for about 10 minutes a day until lock down, and mist them just once a day after the cooling period. And yes, you just spray a fine mist of water directly on the eggs. ;) To cool them you just take the top off of your incubator for the 10-15 minutes. You can turn the incubator off during that time as well if you like.
The first day to candle duck eggs is typically Day 7. They take longer to develop than chicken eggs, so any earlier than that and you are not guaranteed to see development even if it is happening. I always keep eggs in until Day 10 because they can surprise you and eggs you thought were not developing earlier, will sometimes suddenly show lots of development on Day 10.
And with the heat lamp, are you talking about putting the hatched ducklings under a heat lamp right away? If so, then no. They need to stay in the incubator for at least 12 hours after hatching (until they are dry) before taking them out and putting them in a brooder under a heat lamp. Sometimes it can take up to 24 hours for them to dry and start to fluff up.
I hope that helped a little?