It needs bedding to protect their sensitive feet. Wood shavings work fine.
A lot of people keep the food and water outside the duck house, because it gets really messy when ducks eat and drink. It might be a good idea to keep it indoors in the beginning to train the ducks to come inside and sleep.
I would make a nest box, as for chickens, but bigger. Perhaps a foot by two feet wide. Our muscovy hens all lay in the nest. Very practical!
Remember to put some ventilation openings along the top of the walls. And that you need to keep rain out. Ducks love water, but they also need a place where they can stay completely dry at all times.
Insulation is probably unnecessary. Ducks are very cold resistant, much moreso than chickens.
Due to the ducks' messiness, it could be a good idea to cover the floor and bottom part of the walls with a plastic mat (under the bedding), which is easy to hose down. It's not just the ducks' food that gets messy, but their poo as well. It's looser than chickens'.