Acid_kewpie is correct, a file manager is responsible of
placing the icons on the desktop, the Rox-filer that Acid mention is in:
http://rox.sourceforge.net/rox_filer.php3
read the manual:
http://rox.sourceforge.net/Manual/English/
and run it with the --pinboard option:
$ rox --pinboard=MyPinboard
I have tried it with this option today and it work.
I can drag and drop icons between the desktop and the file manager
and open-run the icons in the desktop.
I agree with Acid, some of the virtues of bb is simplicity and speed, so it dont have icons.
Also Open Source and Linux is about choices, so if you like icons on the desktop . . . go ahead. ^_^
Btw my favorite and the only file manager that i use is mc. 8P