to install the xfwm4 window manager as default in lubuntu you first have to download and install the package :
sudo apt-get install xfwm4
than you have to make xfwm4 the default window manager.
to do this go to : preferences > desktop session settings
in the advance tab change openbox to xfwm4
to change your session files do :
cd ~/.config/lxsession
mkdir Lubuntu
cp LXDE/* Lubuntu/
now when you reboot xfwm4 is your default manager but to show xfce apps in your lxde menu you will have to change some files
in:
/usr/share/applications
open for example: xfce-wmtweaks-settings.desktop
and remove :
OnlyShowIn=XFCE;
Change the theme via xfwm4-settings
for more themes install shimmer-themes :
sudo apt-get install shimmer-themes