Begin by exporting your data from Lokalise. Navigate to the project you wish to export, and use the export feature to download the data in a CSV or JSON format. Make sure to select the appropriate language and file format that suits your needs.

Ensure that your local environment is set up to handle the files you exported from Lokalise. This means having a text editor or a spreadsheet application to view and organize your data if needed. Verify that you have Python installed, as it will be used to manipulate and insert data into DuckDB.

Install DuckDB on your system if it's not already installed. You can do this via pip by running the command `pip install duckdb`. DuckDB is a lightweight database management system that can run SQL queries on your local machine efficiently.

Open a terminal or command prompt and start a DuckDB session by typing `duckdb`. Create a new database file by using the command `CREATE DATABASE 'your_database.duckdb';`. This will initialize a new DuckDB database where you will import your Lokalise data.

Use SQL commands to define the table structure in DuckDB that matches the data format you exported from Lokalise. For example:
```sql
CREATE TABLE lokalise_data (
key VARCHAR,
translation VARCHAR,
context VARCHAR,
timestamp TIMESTAMP
);
```
Adjust the column names and types according to the data fields present in your Lokalise export.

Use Python to load the data from your exported file into DuckDB. You can do this by writing a script that reads the CSV or JSON file and inserts it into the DuckDB table. Here is a basic example using a CSV file:
```python
import duckdb
import pandas as pd

# Load CSV into a DataFrame
df = pd.read_csv('lokalise_export.csv')

# Connect to DuckDB and insert data
con = duckdb.connect('your_database.duckdb')
con.execute("INSERT INTO lokalise_data SELECT * FROM df")
con.close()
```
Make sure the column names and data types in the DataFrame match those in the DuckDB table.

After loading the data, it's important to verify that it has been correctly imported into DuckDB. Run a few SQL queries within DuckDB to check the contents of the table. For example:
```sql
SELECT * FROM lokalise_data LIMIT 10;
```
This query will display the first ten rows of your table, allowing you to confirm that the data has been successfully imported and correctly structured.

By following these steps, you can efficiently move your data from Lokalise to DuckDB without relying on third-party connectors or integrations.