I've tried Gnome Tweak Tool on Xubuntu 16.04, but it didn't work for the themes or icons. Is there an equivalent that will work on Xubuntu 16.04?
You simply do not need one, XFCE is very customizable by default, you can do anything the tweak tools can do, right from the system settings.
You can change theme and icons through Settings → Appearance and window borders through Settings → Window Manager.
This link will give good detail on changing the various theme components.
In my case to enable transparency changing compositor. F2 and type:
xfwm4-tweaks-settings tab compositing > Enable display compositing
There are a bunch of other interesting options in this tool. After figuring out the way I describe above I found another answer here.