This name is extremely rare (less than 20 bearers) or not given in Spain (source: Instituto Nacional de Estadística (INE)).However, it is somewhat common in Latin America. (https://forebears.io/x/forenames/duilio)
Italian pronunciation of "Duilio":DWEE-Lyoh"U" creates "OO," "I" is always "EE"-- when put together the outcome is "WEE" (and in this case: "DWEE"). As for "Lio," stress your "I" to "EE" and finish with a round "O," "Oh." [noted -ed]
However, it is somewhat common in Latin America.
(https://forebears.io/x/forenames/duilio)