Just hold down your chosen compose key, then press the other keys in turn: [compose key] + e + = gets you a Euro symbol.

The compose key on Linux is incredibly useful, but not configured by default - and on XFCE there’s currently no graphical UI to change it. However, it’s pretty simple to change… here’s how to make the Caps Lock key your compose key:

In the file /etc/default/keyboard, change XKBOPTIONS to look like this:

XKBOPTIONS="compose ...