Sounds like you are using VL Light? If so, this behavior is normal. It's a trade-off between features and speed. You can still perform these actions by navigating to the Desktop folder using your file manager.
It may even be VL-Standard with XFCE 4.4.3. If so you will get a different context menu when you right click over a desktop icon. In that menu go to 'Desktop' and you will be given further options which include what you want.
But no matter your flavor of Vector, as Nightflier said, you need only to open your Desktop folder to get those options from your filemanager.