I have some duck eggs under a light sussex hen. One of our hens hatched some duck eggs out, and all was well, untl the day the ducklings wandered down to the small stream in the field, and discovered the delights of swimming. Poor hen was runnng along the bank calling to her ducklings. They did get out .....eventually.
Don't worry if the ducklings do not eat much, if at all, for a day or two. They will survive. Mum will show them what to do, and once they start eating, they can put some feed away!!