You’d install for example XFCE from the terminal on Ubuntu or Linux Mint:

sudo apt-get install xfce4

The above command would give you the standard XFCE desktop environment. But if you want Xubuntu’s customized XFCE desktop environment instead:

sudo apt-get install xubuntu-desktop

Log out of your Linux desktop after installing another desktop environment.

Then, when you see the login screen, click the session menu and select the desktop environment you want to use.