The best suggestion I can think of is to view the man pages for the program you're interested in learning about. You should be able to read about all the available options there.
edit: One more thing. Not sure which desktop environment you're using, but in KDE it's pretty trivial to see the command that is being run when you click the icon. There are probably many ways to get to this, but the quickest for me is to right mouse click on it and click Edit Item.