9.6 Can I have icons on the desktop?

Sure, but not from IceWM. Again, this is desktop environment work, but usually done by the respective file managers, since they already know about MIME types, file endings and such. IceWM users usually use idesk, dfm, rox, kfm or gmc, where idesk, dfm and rox are better suited for work on smaller (older) machines than the other two.
sembra tu ti debba affidare a qualche tool esterno
in compenso, però, te ne dà una buona lista...

personalmente ho provato solo idesk...veramente carino come programma, soprattutto perchè puoi associare ad ogni icona più azioni