Ducks have a thick layer of body fat and soft down that keeps them warm during the cold winter months. Instinctively, they know how to protect themselves as they sleep in the cold weather. When you see ducks at a park or near a lake sleeping outside on a chilly evening, resist the urge to try and help them by giving them food or water or trying to make their sleeping area warmer. Wild animals are sturdier than you think and they have evolved over time to handle a variety of climates, threats from predators, and changing environments.
Ducks are gregarious and tend to sleep in large groups, sometimes numbering in the hundreds or even thousands of birds. This enables them to benefit from safety in numbers while retaining the ability to quickly alert each other of any predators or dangers nearby. Depending on the species of duck, they will roost either on dry land or in water (such as in lakes, rivers, and streams).
The only exposed areas are their feet and they are equipped to handle this with a special system known as counter-current heat exchange. This system enables the cold blood from their feet to be warmed up by the warm blood from their bodies so that they never freeze.
Ducks do not need heated coops, as it is a fire hazard and they are able to create their own body heat with their feathers and soft down. However, if you live in an extremely cold climate, consider adding some extra bedding such as straw to the duck house or stacking bales of straw along the inner walls. This will help keep the coop warmer and give the ducks something to stand on instead of the ice and snow which can end up causing frost bite on their feet.