It's quite really simple: go to System Settings... → Displays, choose Launcher placement and click Apply:
Note: click on the images to enlarge.
In extended desktop mode, the computer sees multiple monitors as a single large desktop. If your window manager places desktop icons on the left, then they will jump to the far left-hand monitor.
However, if you use KDE as your desktop manager/window manager, you can use "FolderView" as your desktop setting. This way, you can arrange icons exactly as you wish on either monitor and they will stay put.
I have tried most of the major desktop environments, including Cinnamon, Gnome 2, Gnome Classic (Gnome-Session-Fallback), Gnome 3, KDE, LXDE, MATE, Unity, and Xfce. Among these, KDE is the only one I have tried that enables me to use my right-hand monitor as the primary display while also keeping my desktop icons on the right-hand display.
If you want to stay with Xfce, a workaround I have used in that desktop environment is to install screenlets and use the folderview screenlet to put a window on my right-hand monitor that is set to the Desktop folder. This way, I can see the icons that are on the far-left in the screenlet window. With this screenlet, I can also open, copy, paste, or delete files that appear in the Desktop folder.
Best Answer
Turn off the current Primary monitor in "Displays" application and apply.
The secondary monitor will become the Primary. Then simply turn the old primary monitor again to have both displays active again.