I live in Maine.
Ducks are incredibly hardy, especially because they often have a thick layer of fat since they're little piggies. However, there are some things to be careful of.
A molting duck will not be cold-hardy and will likely need to be kept indoors. This is difficult if you have a couple molting ducks and a couple non-molting because the molting ones will want to follow the others outside.
I do not have a winter pool. It simply freezes too quickly. We had the electric-heated waterers but found them to die quickly (within a year for both) so we use large rubber buckets from any feed store and smash the ice out of them every morning. These are incredibly hardy and will not break when the water freezes overnight, or when you need to break the ice out of it. Filling it with warm water indoors before bringing it out will keep the water thawed longer.
We do not heat our coop. We close the windows (there are small vents built into the coop to prevent stuffiness and potential death from lack of air flow) and use hay for bedding. The hay freezes due to water, and we add more on top. The bottom layers of hay will compost, generating more heat. Our chickens, who use shavings instead of hay because they'll try to eat the hay and we've had impacted crops from it, is a good 20 degrees cooler than our duck coop because the shavings don't compost quite so much.
When the weather is really bad, below 0 with high winds, we do not let them out. Ducks can handle cold temperatures, but when the wind comes out you need to watch them. Ours never put themselves into their shelter and would sit out in the middle of the enclosure, shivering until I made them get up.
Ice is slippery to duck feet as well. It's very common to have a limping duck during the winter because they hurt their leg. We also had ducks lose claws to the ice and bleed across the snow. It looked like a massacre. and it was just a duck with a missing claw! Our ducks will make a path through deep snow in funny ways but I do prefer to shovel paths for them. They will follow the paths. They can walk across thick snow quite easily without sinking deeply, but very light snow may not take their weight and they'll drop through. I've had a duck get 'stuck' by falling through the snow (it was over her head!) and I had to carry her out.
Increase their feed during winter because they can't forage. Treats like cracked corn are empty calories that they burn through to keep warm.
If you do choose to have a winter pool, be extremely careful. Ducks have lost feet and legs by being in the pool when it freezes over, and can, in some cases, die from hypothermia if they can't get out of the pool. They still need access to deep, head dunking water. You'll sometimes see ice frozen to their feathers from it.
My ducks will lie down during a snowstorm and disappear under the snow, standing up every so often to shake it off and show they're still alive. They're silly. They will eat snow if they get thirsty. Mine love little chunks of ice.
Last year when we had that major freeze (below 0 for weeks) we kept the ducks inside for most of it. They are getting older and much less hardy. We kept adding more bedding and making sure they had plenty of water. They didn't even want to go outside because of the wind.
Predators get very hungry during the winter, and fences may not survive the harsh weather. We had a fox come out in bright daylight for the ducks and I was lucky to be looking out the window when it did. Hungry hawks and owls that may not normally target larger ducks will also be more likely to strike. Make sure they have plenty of places to hide without tree cover!
If I think of anymore more I'll add.
