Begin by identifying the specific data you need from the U.S. Census website. The U.S. Census Bureau provides a vast amount of data, so it's crucial to know exactly what dataset or datasets you are interested in. This could be demographic data, economic indicators, etc.

Navigate to the U.S. Census Bureau's website and locate the data you wish to download. Most data is available in formats such as CSV, Excel, or JSON. Download the files to your local machine. Ensure you know the location where these files are stored.

Ensure you have DuckDB installed on your system. DuckDB is a fast, embeddable database that can be run on Windows, macOS, and Linux. To install DuckDB, you can use the following command:
- For Python: `pip install duckdb`
- For other platforms, download the appropriate binary from the DuckDB website and follow the installation instructions.

Open a terminal or command prompt and start a DuckDB shell by simply typing `duckdb` if it's in your PATH, or by navigating to the DuckDB executable directory and running it. Alternatively, you can use a Python or R interface if you installed DuckDB through those ecosystems.

In the DuckDB shell, create a new database file or connect to an existing one where you want to store the Census data. You can create a new database with the command:
```sql
duckdb census_data.db
```
This command creates a new file named `census_data.db` in the current directory.

Use DuckDB's built-in SQL commands to import the downloaded data. For CSV files, you can use the following commands:
```sql
CREATE TABLE census_data AS SELECT * FROM read_csv_auto('path/to/your/censusfile.csv');
```
Replace `'path/to/your/censusfile.csv'` with the actual path to your downloaded Census data file. DuckDB also supports other formats like Parquet and JSON, and you can use `read_parquet` or `read_json` similarly.

After importing, ensure that the data has been correctly loaded into DuckDB by running basic queries. For example:
```sql
SELECT * FROM census_data LIMIT 10;
```
This command will display the first 10 rows of your data, allowing you to verify that the data is structured correctly and all necessary columns are present.

By following these steps, you can successfully move data from the U.S. Census to DuckDB without relying on third-party connectors or integrations.