You might be able to save it if you put it in an incubator, but keeping wild animals, including ducks is illegal. The mother duck probably left the nest for a few minutes to get food or water, or your dog simply scared her away. This is likely when your dog stole the egg. Do not take the eggs unless you know that the mother duck has been killed. keep your dog on a leash to prevent it from stealing more eggs. Taking animals from the wild is not a good practice to follow, even if what you are doing seems like the right thing to do. If you decide to take the eggs and incubate them take the ducklings after they hacth to a wildlife rehabber so they can be released when they are ready.