This is a kind of shot-in-the-dark, but your post reminded me of a binary called starticewm which under some circumstances supposedly...starts icewm.
Do "which starticewm" and see if it exists. If it's in your path, try the command--it's unlikely to hurt anything. If it's not in the path, try giving the command including its full path and see if it does anything.
As I recall, I could never get it to do anything.
I use icewm 99% of the time, and have had various problems installing it when I would upgrade my distro. But it always gets going eventually. I have a feeling you have installed all the files you need but there's some linking between them that's lacking.
You might also try installing from the tar package available from
www.icewm.org and see how that goes. Last time I did that, it was with the latest version of icewm, and it wouldn't run on my system, which included the version PRIOR to that on its distribution discs. That prior version ran OK and is the one I'm using at this moment.