First off, a lot will depend on how many ducks ya are thinking about getting. During the winter is not the ideal time to brood them, because they grow at a very rapid rate and by the time they get feathered out....about 6 wks old....they are about half grown and depending on breed, it may be a little longer. Until they are fully feathered ya wouldn't want to put them out in below 30°. They certainly aren't the cleanest little things and can mess up an area rather quickly. If it were me, I'd work on them an area thru the winter and have things set up so they can be secured and protected at night from predators and then get them to brood in March or April. The next problem comes in, when there isn't any experience to rely on in order to know how to set things up....I know this from my own experience....and we got 12 day old ducks at one time, well it was a fiasco to say the least, but we survived it. I was sooo glad we had waited until the first of June '15, because they went outside when they were about 4wks old....the low temps were in the 50s and the highs were in the 70s. We were cleaning their brooder 2-3 times a day and it was getting to be a real chore. Is your gazebo sitting on the ground, or is it raised off the ground about 3' ?
The reason I ask is ya might want to consider something like our set-up here.....
View attachment 1203698 View attachment 1203699 View attachment 1203705 ...the first 2 pics are of their bedding area, in the 2nd one ya can see their water tub and feed tray....they bed in that area and we lock them up every night. Their area is 6'x8' which is half of the nuderneath of the chicken coop. The last pic shows their yard and it has an opening that leads out to a much larger fenced in area they share with the goats. It is in the big area that we keep their pool in and when we are going to be gone for more than an hour we will leave them in their yard. Ducks can see in the dark and they like to be able to see if anything is coming around them....they will alert to anything strange being close by....the sides and gates of their area is covered in 1/2" hardware cloth and they have plenty of room to manuever around in their bedding area. They are waterfowl and in being such they are not as affected by cold temps as ya might think....they can handle it pretty well. We use hay as their bedding and use the deep litter method....this keeps warmth in the bedding and helps to handle the extra cold temps. When the temps get in the 20s here, I just throw a bit of extra hay in for them around the border and I have narrow pcs of plywood on the sides that act as a windblock, but they are able to see over readily. I know this is a long post in answer to your question, but I was once in your shoes and just trying to relate some of my experiences as I learned as I went. I sure hope it all works out for ya and if I can be of any help just ask....