Start by exporting the data from your MySQL database to a CSV file. You can use the `mysqldump` tool or execute a `SELECT INTO OUTFILE` SQL command. The command might look like this:
```sql
SELECT * FROM your_table INTO OUTFILE '/path/to/your_file.csv' FIELDS TERMINATED BY ',' OPTIONALLY ENCLOSED BY '"' LINES TERMINATED BY '\n';
```
This will create a CSV file with your data.

Ensure you have DuckDB installed on your system. You can easily install it using pip if you�re using Python:
```bash
pip install duckdb
```
Alternatively, download the DuckDB standalone binary from the DuckDB website.

Set up a workspace where you can access both the CSV file and DuckDB. Ensure you have the appropriate permissions to read the CSV file and write to DuckDB.

Open your terminal or command prompt and create a new DuckDB database file. You can do this by running:
```bash
duckdb my_database.duckdb
```
This will create a new DuckDB database file named `my_database.duckdb`.

Use DuckDB's SQL interface to load the CSV data into a new table. Within the DuckDB shell, execute the following command to create a table and import data:
```sql
CREATE TABLE my_table AS SELECT * FROM read_csv_auto('/path/to/your_file.csv');
```
This command reads the CSV file and automatically infers the schema to create a new table in DuckDB.

After importing the data, it's important to verify its integrity. Run a few `SELECT` queries to ensure that the data in DuckDB matches the original data from MySQL:
```sql
SELECT * FROM my_table LIMIT 10;
```
Compare these results with your original MySQL data to confirm correctness.

To ensure efficient querying in DuckDB, consider optimizing your data by creating indexes where necessary. For instance, if you frequently query based on a specific column, create an index:
```sql
CREATE INDEX my_index ON my_table(column_name);
```
This step helps improve query performance in DuckDB.
By following these steps, you should be able to successfully transfer data from MySQL to DuckDB without the need for third-party connectors or integrations.