You can just install xfce with synaptic packet manager or apt-get in terminal.
In linux you can choose between many desktop environments and window managers, not like MS windows where you have one.
Linux is not bound to a DE or window manager like windows for example. Think of it this way: you could run Windows with OSx (mac) GUI, but it still being Windows.
Read the first few bits of text here to understand it better: (I'm bad at explaining)http://lifehacker.com/5762081/confused-deskt ... -explained
You can install all of them if you want, then you can simply log in (go to the log in screen, you may need to log out) and change what DE you want to log into.
I for example have cinnamon and xfce installed on my machine and I can switch between them by logging out.
Being a beginner linux user myself, I know it's a little hard to grasp all the different things in linux, but once you start to get the hang of it, it's fun to play around and once you get used to the slightly different software experience on linux, you'll like it as much or more as windows.