you can install any dock like AWN or docky on xfce however you will need compositing turned on for them to work properly.
xfce has a software compositor but its performance is poor.
better to use compiz with opengl (hardware accelerated) compositing turned on
easiest way to mange compiz is to use fusion icon. This gives you an icon in the panel you can use to change the window manager from compiz to xfwm4 and back again.
In effect turning compiz compositing on and off.
Usually want compositing on for your dock to work correctly and to have highest quality video playback without tearing.
However sometimes want to turn it off e.g. to get maximum framerate in full screen openGL games and apps.
Use synaptic to Install fusion icon, compiz, compiz-pluggins and compiz-config. Set fusion icon to load on startup.
Use the -f flag with the startup command to make fusion icon always start in compiz mode rather than the last mode that was set at shutdown (startup command: fusion-icon -f)
set this in xfce settings manager > session and startup > app autostart > add
Right click on fusion icon in the panel to turn compiz on and off (select windows manager) and also to open the compiz settings manager. Make sure the following plugins are turned on:
window decoration, window move, place window, window resize, opengl (with vblank sync tuen on) composite, static app switcher
When compiz is on it uses a gtk window theme rather than xfce. Thus if want to change window button layouts and style need to install package dconf-tools and then launch dconf-editor (in system menu).
e.g. change button layout to: menu:minimize,maximize,close
you can also install gnome-tweak-tool with synaptic and run it from the command line with: gnome-tweak-tool
this will give you lots of options for configuring the gtk theme used by compiz