Begin by exporting the data you need from Zendesk Support. Log in to your Zendesk account and navigate to the Admin Center. From there, go to "Manage" and select "Reports." Use the export feature available to download the data you need. Choose a format that's compatible with DuckDB, such as CSV or JSON.

Ensure that your local environment is ready for data processing. Install Python if it’s not already available on your machine, as it will be used for data manipulation. You can download Python from [python.org](https://www.python.org/). Additionally, ensure that DuckDB is installed, which you can download from [duckdb.org](https://duckdb.org/).

Load the exported data into a Python script for any necessary transformations. Use libraries such as Pandas for CSV files or JSON for JSON files. This step involves cleaning and structuring the data to match the schema you intend to use in DuckDB.

Example for loading a CSV with Pandas:
```python
import pandas as pd

df = pd.read_csv('exported_data.csv')
# Perform any transformations needed
```

If you haven't already, install the DuckDB Python library using pip. This will allow you to interact with DuckDB directly from your Python script.

```bash
pip install duckdb
```

Open a new or existing DuckDB database file where you will import the data. This can be done within your Python script. Define the schema that matches the transformed data from Zendesk.

Example:
```python
import duckdb

# Connect to DuckDB
con = duckdb.connect('zendesk_data.duckdb')

# Define schema if needed
con.execute('''
CREATE TABLE IF NOT EXISTS tickets (
id INTEGER,
subject TEXT,
status TEXT,
created_at TIMESTAMP
)
''')
```

Insert the transformed data into the DuckDB database. You can do this by converting your DataFrame into a format that DuckDB accepts and using the `DuckDB` cursor to execute the insert statement.

Example:
```python
con.execute('INSERT INTO tickets SELECT * FROM df')
```

After importing the data, verify its integrity by running queries within DuckDB to check the entries. Ensure that the data has been imported correctly by comparing a few records with the original data from Zendesk.

Example:
```python
result = con.execute('SELECT * FROM tickets LIMIT 5').fetchall()
print(result)
```

By following these steps, you'll have successfully moved data from Zendesk Support to DuckDB without using third-party connectors or integrations.