Yes, duct work is typically covered under HVAC financing. However, it's important to confirm this with the specific lender or servicer you're working with. Some lenders may have different specifications for what is and isn't covered under their loan products.
It's also important to keep in mind that duct work may not always be classified as part of the "HVAC system" in a home. As such, it's possible that duct work may not be covered by your financing agreement even if it is technically considered part of the HVAC. In these cases, you may need to pay for the ducts out-of-pocket. Be sure to clarify these details with your lender before signing any paperwork.