Before you begin, thoroughly review the API documentation to understand the endpoints, authentication requirements, rate limits, and response formats. Identify the specific data you need to extract and how it aligns with your DuckDB schema.

Ensure you have Python installed on your machine as it will be used for both fetching data from the API and interacting with DuckDB. Install DuckDB by running `pip install duckdb` in your terminal or command prompt.

Use Python's `requests` library to make HTTP requests to the API. Start by importing `requests` and using it to send GET requests to the API endpoint. Handle any required authentication by including API keys or tokens in the request headers.
```python
import requests
url = 'https://api.example.com/data'
headers = {'Authorization': 'Bearer YOUR_API_KEY'}
response = requests.get(url, headers=headers)
data = response.json() # Assuming the API returns JSON data
```

The data retrieved from APIs often needs cleaning or transformation before loading into DuckDB. Use Python's `pandas` library to convert the data into a DataFrame for easier manipulation. Install pandas with `pip install pandas` if necessary.
```python
import pandas as pd
df = pd.DataFrame(data)
# Perform any necessary cleaning or transformations
```

Create a new DuckDB database file or connect to an existing one using the DuckDB Python API. This involves importing `duckdb` and establishing a connection.
```python
import duckdb
conn = duckdb.connect('my_database.duckdb')
```

Use the connection to create a table in DuckDB and load the DataFrame into it. DuckDB can directly read from pandas DataFrames, making this process straightforward.
```python
conn.execute("CREATE TABLE IF NOT EXISTS my_table AS SELECT * FROM df")
```

After loading the data, run a few queries to ensure everything is correctly imported. Check the data types and perform any indexing or optimization tasks to improve query performance.
```python
result = conn.execute("SELECT * FROM my_table LIMIT 5").fetchall()
print(result)
```
By following these steps, you should be able to efficiently move data from public APIs to DuckDB without relying on third-party connectors or integrations.