Most domesticated duck breeds cannot fly.  As breeders have created pet ducks with certain characteristics, they've bred out the ability to fly in many types of farm fowl.

For example, breeders want to produce a better meat duck, and thus they selectively breed the birds to be larger, which in turn makes them too large to fly.  This is the case for ducks like domesticated Pekins, pet Rouens, and even medium sized ducks like Cayugas.  Other breeds of ducks, such as Runner ducks, are able to fly for short distances, but cannot achieve sustained flight.  Thus for all these types of domesticated ducks, it isn't necessary to clip their wings in order to keep them from flying away.

However, some of the smaller breeds of ducks can still fly, and wing clipping may be necessary if they are not explicitly trained to stay around their home.  This is particularly true for domesticated mallards and call ducks.

The ability to fly is an important consideration when selecting a pet duck.  Most people prefer flightless ducks, as clipping wings can be a difficult process.  If you do select a duck breed that is capable of flight, it doesn't necessarily mean it will fly away, it will just have the ability to.  Often times when someone has a pet Mallard, for example, the bird will bond with it's owner and never leave, despite being able to.  Clipping wings is usually a precaution people will take when dealing with larger flocks of birds, rather than just a few waterfowl as pet ducks.