I know you just got the duck, I hope it is fairly calm. You may need a little help, or you may be one of those folks who can put new animals at ease. She needs treatment, but really, my gut says, a much closer look is needed.
It could well be bumblefoot. Even in some moderately severe cases, no cutting or surgery is needed, but yes, some good foot soaks are important. A few friends I know have used clear - clear, not brown - iodine after a soak. A couple of drops on the swelling, let it dry, then leave it be for five days or so. Check again, there is supposed to be a black scab formed. Soak again, see if the scab pulls off fairly easily. If not, reapply the clear - clear - iodine and wait a few more days. Those who have done this say that the kernel of the infection usually comes off with the scab, and underneath is healthy tissue.
But there is a chance this is not bumblefoot. It could be a splinter. And that would need to be removed first, then followed by a soak and some antibiotic ointment (without painkiller).
If possible if you can have someone hold her while another person takes top and bottom photo's of the feet, we can get a better idea. A good duck vet is best, and not always possible.