Hi XXXXXXXXXXX,
Thank you for showing such concern about your ducks. It is great to deal with caring pet owners who want the best for their feathered friends.
I think your ducks are just scared of their new house. They don't realize how much cozier and safer it will be inside. Try putting a trail of their food leading up to and inside the door. As they eat, they will gradually move closer, and may even go inside. They will learn that only good things happen inside their house. If you force them in their, they may get scared and will avoid the shelter.
Since this process may take a few days, keep trying to lure them in with food. Meanwhile, keep offering the shelter you set up around their water. If they have gradually become used to the cold temperatures outside, they won't be as uncomfortable as you think. Their body chemistry and even their circulation changes in cold weather so they can survive outside. However, life will be much easier in their shelter, and I am sure they will learn that if you have patience.
I hope this helps, and be sure to reply if you have more questions about them.
Avian Veterinarian
21 years experience with birds; state representative for Association of Avian Veterinarians