We can do all of those things.
I use Nemo on XFCE. You may just prefer Nemo FM. Zorin OS Lite comes with Thunar; here is a quick guide on Thunar settings:
https://docs.xfce.org/xfce/thunar/working-with-files-and-folders
https://forum.mxlinux.org/viewtopic.php?t=48198
Placing the icon is the center:
Right click the panel and slide over the Right Arrow next to panel to choose the panel Preferences. This will open a pop up window with the panel settings.
Click the add button and scroll down the list to add a Separator. It will appear on the bottom of the list of items on the panel in the popup window. Select it and then click the Edit Button - another popup window will open with the Separator settings. From the drop down menu, choose "Transparent." Check the box for expand.
Close that popup separator settings window.
Now select that separator and then use the Up and Down Icons on the Right Toolbar to move the separator to just after the App Menu if you want to keep the app menu on the far left - or to the far left if you want the app menu center.
Repeat the above for the other separator, including hitting edit, checking expand and setting to transparent - but then leave that new second separator where it is. Now all items will be centered between those two.
For transparency, we can do a custom css or you may consider using WhiskerMenu, instead. whiskerMenu includes a slider for transparency of the menu.
Custom css:
In your Home Directory, navigate to ~/.config/gtk-3.0/ and right click open area; select New Document and name that new document gtk.css.
Open that document in a text editor and paste in the following:
.xfce4-panel.panel {
border: 1px solid transparent;
background-color: rgba(10, 10, 10, 0.1);
}
#zorinmenulite-window.background {
background-color: rgba(10, 10, 10, 0.1);
}
Adjust the opacity or color to suit.
Save the file.
Reboot or Log out and in to see the changes. Or you can hit alt+F2 and enter in xfce4-panel --restart