My ducks do live with a bunch of my chickens, they just sleep in a corner of the coop. Do make sure your coop is big enough so they can sleep somewhere other than under the chickens roosting bars. If they are forced to sleep under there, they will constantly be covered in poop, which, of course, is very bad for their health. Usually mine are very good at going in every night, but every now and again they will decide to hang out outside, and i have to herd them in...ducks are easy to herd though
Now, about there being only one duck...i would say you do need at least one more duck. Ducks and chickens can totally get along together, but they really don't become friends. Your duck will be extremely lonely if he doesn't have anyone to talk to and sleep with. In my big coop, even though i have ducks (domestic and muscovy), geese, and chickens, i basically have four different flocks. They tend to keep with their own kind, and don't really intermingle except at the food and water places. Or if one of them decides to be a jerk and bug the others. So, long story short, lol, please get another duck. Yours will be much happier for it.
Oh, yes, those warmed buckets are a lifesaver when it comes to ducks and geese. I have done many winter without them, and breaking ice every couple hours is not my favorite thing to do. Those buckets are totally worth the initial investment.
Well, good luck with your little friends!