Xfce comes with a built-in file manager. You are able to use it to browse all the storage devices attached to your Raspberry Pi. You are also able to perform various different file management action, such as copying and moving files.
You can launch the file manager using either the file manager panel item or find it in the main menu.
Any additional storage that you attach to your device will appear in the Places menu to the left for easy access. You can also use the file manager to let you access files stored on another server. This is done using the Network Drives menu in the Go section.
The desktop of your Raspberry Pi is just another folder on your Raspberry Pi. As such, you are able to customize the icons on it by deleting or removing them. You can also create new folders and files that are stored on the desktop for easy locating.