If you use feh only to provide a background, and not pcmafm, there is not desktop icon... unless you configure them with idesk.
My OpenBox-Bonsai is fairly well closed, not completely. As a matter of fact I'm going
to put it in archive on a DVD with a Gnome I did, and also hoping the
HTML5 on Firefox doesn't become obsolete. I'll put them static on a
super desktop eventually.
Experimenting with feh or idesk, no way today. They're probably
deprecated or not currently supported, like IceWM or Catfish, unlike our current
OpenBox, currently supported standard stuff is, PCManFM included.
And I don't have the technical know-how to go ahead on these.
So I copy some files from usr/share/applications to /home/usr/desktop
and you'll have a Windows 7 look-alike desktop in no time as this thread
Just don't have the manpower I guess.
Merry Christmas !