Ducks have evolved nice thick layers of fat and downy feathers to keep themselves warm. They really don't need extra heat as long as they have a place to go out of the wind.
Our weather here has been really mild until a few days ago when we got a real layer of snow for the first time this year. I took special note of my ducks, and yes, some did seem to be shivering a little the first day, but now they've acclimated to the new normal and are just fine. I did add some extra straw to the area they like to hang out in during the day.
Here's a video I took this morning of them having a jolly swim, after swimming in their other pool first: