You start with six bricks already loaded into the Assembly. If you want to use more bricks to make your duck, insert the parts you need to create your own duck. You can insert any part multiple times if you see fit.
Use the "Fastened mate" and the "Planar mate" to connect the different Lego pieces. (Hint: hover over different faces or edges to show specific points to mate. Move mouse away and back over the part if the wrong edge is highlighted.)
Fastened mates do not allow any movement between the two parts. You must set the offset in the z direction to a positive or negative length equal to the height of the brick (9.6 mm or 3.2 mm for flat bricks).
Planar mates allow motion along the x and y axes. If you don't want the parts to move relative to each other, you will have to set the limits of the mate equal to 0
Change the appearance of the parts to make it look more duck-like. You can do this by right clicking on the part in the part studio and selecting "change appearance".