One way to get desktop icons to IceWM desktop is to use Idesk. Desktop links can made by hand, but it easier to make using a script. More info from Idesk from https://wiki.archlinux.org/title/Idesk
This script needs Yad package to be installed.
Edit 9.5.2024:
New installation rpm and deb packages.
IDESK-LINKMAKER-5-installation-packages.zip
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OLD-VERSION-idesk-linkmaker2.zip
Read also: https://puolanka.org/goto/icons-for-icewm-desktop/