There is no equivalent of JDesktopPane in JavaFX 2.2.
There are some
3rd party controls which provide some similar functionality (see also
DromblerFX).
JavaFX can be embedded in Swing applications, so you could create a Swing application making use of JDesktopPane, and use
JFXPanels for the pane content so you are still building and rendering the majority of your UI in JavaFX, just using a swing wrapper for the internal pane management.
Java 8 also includes a SwingNode allowing the vice-versa situation of a JavaFX app with Swing components (like JDesktopPane) embedded in it.