Do you have a firewall? If you do you will have to open a port for gnutella. It will work behind a firewall, but works a little better if you open a port. How you do that will depend on the firewall and/or the distro. gtk-gnutella will show you the port or let you select one. Also, sometimes the firewall icon shows for a while even if you are not firewalled and then it turns to the face icon when it gets a connection, so it may just take time...
Yep, I have gtk-gnutella on my desktop as an icon. How you do that depends on the distro, but it's easy in KDE and gnome and such. KDE use the right click to create a new link to app, etc.