Yes, I believe that mate desktop letters uses shadow option, not black border; I will try your tip and will post here the result.

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EDIT.

Thanks SantaFe;

Your tip solves my problem.

    XfdesktopIconView::shadow-x-offset = 1
    XfdesktopIconView::shadow-y-offset = 1
    XfdesktopIconView::shadow-color = "#ff0000"
    XfdesktopIconView::selected-shadow-x-offset = 2
    XfdesktopIconView::selected-shadow-y-offset = 2
    XfdesktopIconView::selected-shadow-color = "#00ff00"

It says here:

The second six entries can be used to enable a text shadow to be painted
with the icon labels.  The offsets are in pixels.  Setting them to 0 (the
defaults) will disable the shadows entirely.  Again, the 'selected-'
versions apply to icons that have been selected with the mouse.

So the above entries might be what you're looking for. 

Never cared for shadows myself, so that's probably why mine didn't have those lines.  But like your screenshot!

Almost got what I want, I will search how to put black border on the letter, or if anyone knows how to do it, I will thank a lot.

See how it looks.

style "xfdesktop-icon-view" {
XfdesktopIconView::ellipsize-icon-labels = 0
XfdesktopIconView::label-alpha = 0
XfdesktopIconView::selected-label-alpha = 0
font_name="Verdana"

base[NORMAL] = "#ffffff"
base[SELECTED] = "#ffffff"
base[ACTIVE] = "#fefefe"

fg[NORMAL] = "#ffffff"
fg[SELECTED] = "#73B2D0"
fg[ACTIVE] = "#97CDFD"
}
widget_class "*XfdesktopIconView*" style "xfdesktop-icon-view"

The fg[SELECTED] is a light blue, so you might want to change it if you want a different color.

I am newbie in xfce, I was using kde and after mate DE. Xfce is really light and I am using it now, but sometimes I am a little confused and do not know how to solve it.

I like dark wallpapers and the xfce default desktop icon font is black, like this:

I would like desktop fonts like gnome or mate (white font with black border);

Please, How can I solve it?

Thanks.

(Sorry my English)