After watching my broody Mom's who take the ducklings and chicks out starting at 3 days old... then sleep with them under their wings during the cooler nights... I do the same. During the day, starting at 3 days old, I put my ducklings outside with access to shade and a covered hay area. In the evening, when it starts to cool, I bring them inside in a box where the ducks generate enough heat to keep the box toasty. THe box has to be large enough for them to move, but small enough so that their own body heat generates enough to keep the box toasty. I put a few holes in the bottom of the sides and fold the box tops over so that there is a little hole on top. This ensures that convection will keep fresh air flowing through the box at all times in a controlled fashion.
Warning, I am in Florida, so my days (when cold) are usually 50 degrees or above, on occasion 40ish. I have never had any issues and my ducklings grow fine and healthy.
This also lets them free range from a young age, something I believe strongly in. Of course, I give them access to starter grow food on demand (being careful to put it where the ducklings can get it and the chickens can't).