If you want to customize xfwm behaviour beyond what is possible in the setup dialog, or if for some reason you run xfwm without the panel (put the command xfwm -noxfce in your $HOME/.xinitrc file if you want this), you have to read this part of the book. It involves editing a text configuration file in the good old unix tradition.
The first step to customize your xfwm configuration is to copy the sample configuration file to the your $HOME/.xfce directory. The location of this file depends on the compilation options. When compiling from source /usr/local/etc/xfce is the default. For the binary packages this file can be found in /etc/X11/xfce.
$ cp /etc/X11/xfce/xfwmrc $HOME/.xfce |
The configuration file contains commands for xfwm. The configuration system is very flexible and has many options, but as a consequence it can be rather complex.