Can't open display. Error with IceWM

I wanted to create **my own** small lightweight distro based on **Debian**. So I have decided to use **IceWM**, **Xorg** and **XDM**. I used these commands:

apt-get update
apt-get install icewm xserver-xorg xdm
apt-get update

But when I type in icewm or icewm-session it just says Can't open display: . X must be running and $DISPLAY set. Please help!