Sometime I have tons of windows open and it'd be really helpful to have their icons attached to them (in the scale view) to make it easier to find what I need.
Is there a way to do that in compiz settings manager?
Yes, see that example. It's in Window Management -> Scale -> Bottom of first tab.
And (before you ask), you can also filter your tons of windows. See that post to see what it is and how to use it.