You won't need a heat lamp with ducks. They are even hardier than chickens (which are extremely cold hardy). When ducklings hatch, they don't seem to want to spend near as much time under heat as do chicks and poults.
I live where it routinely gets into the single digits at night and sometimes even the day time high barely makes double digits. I have never provided supplemental heat to any of my birds and I've never lost one to cold. That includes keeping seramas and silkies - both said to be more fragile than LF.
What you will need is a heated dog water bowl for their water. Since ducks need to be able to get their whole bill in the water to drink, you need something deeper than your typical gravity fed chicken waterer and getting the heated bowls allows them access to water throughout winter. Don't be surprised if they jump in it to bathe and swim though. (Nothing more frustrating that hauling water down to the coop from the house, cleaning out a water bowl, refilling it with nice, clean water for the chickens and turkeys to DRINK, only to turn around a moment later and see a duck happily splashing all the water out while she bathes, knowing that water will be ice for me to slip on within minutes.)
