Yes, this works the same as in any Ubuntu installation. The only difference is that new versions of Ubuntu Studio use Xfce by default.
In a standard Ubuntu installation, Ubuntu provides you with the Unity and Unity 2D desktop environments. You can select between those at the login screen. Click the circular button with the Ubuntu logo on it and a drop-down menu will appear showing your options for graphical session types. (If you're logged in, log out to get to the login screen.)
If you want Xfce, install the package called
xubuntu-desktop. Then you'll see Xubuntu as an option on the login screen.
In Ubuntu Studio, you already have Xfce, and the GNOME Unity interface is what you have to install. The best way to get this is to install the
Then log out, and select Ubuntu or Ubuntu 2D as your session type on the login screen.
To install any package (including
ubuntu-desktop), you should be connected to the Internet. Then you can install it in the Software Center, or you can install it from the Terminal (Ctrl+Alt+T) by running these commands:
sudo apt-get update
sudo apt-get install ubuntu-desktop
You'll probably prefer the Software Center, as it uses a simple, graphical interface.
The amount you'll have to download will depend on what components you currently have installed, so it would be hard for me to guess that...but both installation methods will give you this information when you go to install anything.