Install the program idesk. In your startup file, at /home/user/.fluxbox/startup, add "idesk &" (without quotes). Start fluxbox and you'll see a home icon. If my memory serves me correctly, I think it's pretty easy to create other icons. Files managing the icons are in the /home/user/.idesktop directory.Plus - how do you get icons to display on your fluxbox work space?
Mark