firstly, Nautilus with IceWM are 2 completely different purpose application. Nautilus is a file manager e.g. windows explorer(winxp), konqueror, midnight commander whereas iceWM is a Window Maker e.g. windows xp desktop, gnome, kde, blackbox, fluxbox.
the main purpose of iceWM
The goal of IceWM is speed, simplicity, and not getting in the user's way.
which also in turn u add-on/config everything unlike say gnome/kde wm.
so im not sure if that is what u want at this point as it does require alot of customization and good understanding in the packages available.
i dont use ubuntu but in most binary distro, config is done automatically for u. once u installed icewm, u log off and simply select "iceWM" as ur sessions, and u should be kicked in a nice simple default icewm desktop and start customizing.