Per my trusty Storey's Guide,
Look for "swollen and/or red feet that feel hot to the touch; and tissue is sloughing off. Unfortunately, frostbite is often not detected until lameness, gangrene, or discoloration occurs.
"Do not rub the affected parts. If gangrene sets in, the frozen areas may eventually drop off or may need to be amputated and treated as an open wound. The oral administration of antibiotics such as penicillin and Terramycin to birds with severe frostbite reduces the chance of infection.
Prevention
Unless waterfowl have access to a large body of open water, ducks of all breeds should be enclosed in a yard or shed with a thick layer of bedding and provided protection from wind when temperatures fall below 20F."