DuckDB is designed to be used as an embedded library, so it should be totally feasible to use it as part of a FDW.

Alternatively, you can run DuckDB as part of a plpython function:

  CREATE FUNCTION pyduckdb ()
    RETURNS integer
  AS $$
    import duckdb
    con = duckdb.connect()
    return con.execute('select 42').fetchall()[0][0]
  $$ LANGUAGE plpythonu;
  SELECT pyduckdb();