In normal Ubuntu it is seamlessly done through System → Preferences → Keyboard → Options dialog. Xubuntu's Xfce desktop lacks this dialog. Surprisingly my
/etc/X11/xorg.conf file is empty. I don't know what to do. Any ideas?
This is a method that works on any X11 system, not just Xubuntu. In the terminal emulator run something like this:
And your layouts will switch immediately. This example will make a keyboard two-layout (US international and Russian Windows-like), switched by Alt-Shift, ScrollLock light will indicate the active layout.
But this is a temporary setting, it will not be preserved for the future sessions. I don't know what configuration mechanism is suggested in Xubuntu.