Go to www.xfce.org
and then click Graphical Installers. They make it really easy to install XFCE, they compile it for you. They will tell you if they need to install anything, if they list a missing library, just simply exit the installer, search for and install the missing library from Synaptic (as well as its development package) and then restart the installer. for instance, for gtk, you would need to install libgtk and libgtk-dev.