I don't know how to duplicate the Paste to the desktop as Windows does it, but if you open Thunar and have some of the desktop showing, you can drag a file with the left mouse button and drop it on the desktop and it will be copied. This is with XFce.
You can also drag and drop to the Desktop with XFE file manager, which you can install through Gslapt. In my experience, with XFE if you hold down the Shift key while you're dragging and dropping, the file will be *moved* to the desktop. If you hold down Control while you're dragging and dropping, the file will be *copied* to the desktop.
And of course with a dual-pane file manager like XFE and Midnight Commander, you can move or copy from one directory to the Desktop directory in the other pane.