Ducklings do need supplemental heat. But they tend to prefer it somewhat cooler than chicks do. Whenever I let my ducklings swim, I would use lukewarm water to be sure they didn't chill. But I don't know if that is actually necessary.
One of the cutest things you will ever see is the little ducky head tilt. I know they are turning their head so they can look at you, but it is SOOOO adorable. It just makes me melt.
Congrats on your great hatch! They are so cute and fuzzy!