We report the linear-scaling implementation of the direct random-phase approximation (dRPA) for closed-shell molecular systems. As a bonus, linear-scaling algorithms are also presented for the second-order screened exchange extension of dRPA as well as for the second-order Møller-Plesset (MP2) method and its spin-scaled variants. Our approach is based on an incremental scheme which is an extension of our previous local correlation method [Rolik et al., J. Chem. Phys. 139, 094105 (2013)]. The approach extensively uses local natural orbitals to reduce the size of the molecular orbital basis of local correlation domains. In addition, we also demonstrate that using natural auxiliary functions [M. Kállay, J. Chem. Phys. 141, 244113 (2014)], the size of the auxiliary basis of the domains and thus that of the three-center Coulomb integral lists can be reduced by an order of magnitude, which results in significant savings in computation time. The new approach is validated by extensive test calculations for energies and energy differences. Our benchmark calculations also demonstrate that the new method enables dRPA calculations for molecules with more than 1000 atoms and 10,000 basis functions on a single processor.