Drag the relevant file, which has executable permission, to the desktop from a ROX-Filer (file manager) window that is already open.
Applications that are shown in the menu are listed at: /usr/share/applications
Right-click on a desktop icon and select: File 'nameoficon' > Set Icon...; then drag a chosen .png file from a relevant ROX-Filer window into the box that has opened.
Right-click on any desktop icon, then choose: ROX-Filer > Options > Pinboardadd desktop icons by opening any folder creating icon and dragging onto desktop
file-system location: /usr/local/lib/X11/themes