LXDE Forums

I am in Ubuntu 17.04.
Installed are both Kubuntu and Lubuntu (as well as divers other Window Managers like enlightenment, blackbox etc.)

At the control bar at the bottom of screen, LXDE proposes icons for applications I am not really accustomed to use especially PCmanFM. I would prefer DOLPHIN or ROX-filer.

How to change that?

In the first place Ubuntu 17.04 has reached End Of Life and is no longer supported. If you want to stay with Ubuntu then you need to install the latest LTS release which is 18.04 or the latest standard release which is 19.10. There will be a new LTS release this April (20.04) if you want to wait until then. Since the title of your post indicates that you have KDE and lxde installed over your 17.04 (which had a different desktop environment), you are dealing with three applications for everything. Occasionally when several DEs are installed they do not play well together and you will have problems. Since lxde is designed to be minimal there are very few dependencies for each application. Feel free to download and install other applications to do the job that you want it to do. KDE is different and its applications come with many dependencies. Its applications are sometimes not easy to un-install because of that.