Yes, it was not well explained.
Fluxbox has styles for the menus and titlebars, and also gtk themes for the look of apps.
First I had edited one of the styles that comes by default, it's called Carp.
Second, I wanted to change the gtk theme that comes by default, it's called Raleigh. That way, style and gtk theme are with the same colors. For doing that I had to install Lxappearance and more gtk themes from Xfce (I don't like Gnome).
Third, the list of new gtk themes previewsly installed were then in Lxappearance, but it was not possible to change the Raleigh theme for any of the others. Checking again for Xfce in Synaptics, I found and installed a "gtk-xfce-engine" (I thought it could help). After that I was able to change themes, but they were not sticking, they were gone after a restart.
Fourth. I found in other forum, someone solving something similar with just adding "gnome-settings-daemon &" to the autostart file, so I didt it in my autostart file too.
Now it seems like this problem is solved with that script in the autostart and the gtk-xfce-engine. Then I want to see if this solution works when trying to install themes from box.look.org or deviantart.
I've tried to do a better explanation step by step. This topic is a bit confusing between styles, themes, engines... and my lack of computer jargon. My English is self-learned and not very good, sorry for grammar mistakes.