To install apps just use apt-get. Assuming you have a network connection use:
apt-get update - update the database of available packages
apt-cache search <name> - search for a package
apt-get install <packagename> - install a package
So for example to install a bittorrent client you might use apt-cache search bittorrent to find what's available, see bittornado in the list and run apt-get install bittornado to install it. There are also various frontends you can use to install programs. I think aptitude is pretty sweet (a terminal based apt frontend) and synaptic provides a graphical package management tool.
Some multimedia stuff may not be in the offical debian repositaries because of patent issues - if you search on google you should be able to find other debian repositaries which carry these which can be added to your sources.list
APT HowtoAs for desktop icons I think Xebian uses xtdesktop. In which case look in ~/.xtdesktop for the icon files. I'm not sure of the format you need but it should be fairly self explainitary - just make a copy of an existing icon file and amend it.