First of all, Fluxbox is a Window Manager, not a Desktop Manager. Gnome and KDE include Desktop Managers - because of that there are icons on the desktop and all the other stuff. In Fluxbox you can right-click on the desktop though to get a menu from where you can launch applications.
The menu is read from a simple XML-like file in ~/.fluxbox/menu. Just open it in an editor and add the applications you want.