Call the roller of big cigars (1)
Yes, sir! You want to know who's in charge here? The speaker begins the poem with a command, and doesn't let up going forward. This is someone whose power to orchestrate the scene of the poem is unquestioned. He's the guy in charge, pulling all the levers. It's almost as though he wants us to know that he's the one putting this show on. In other words, don't get fooled by appearances. This is a contrived scene, but it's contrived to illustrate how we shouldn't be distracted by the surface-level, superficial nature of things (even poems!).
The muscular one (2)
This could just be a detail, but come on. This is Wallace Stevens. Nothing he did in his poems was a throwaway. Right off the bat, then, we're introduced to "muscular" figure of power. Perhaps he's there to get the brain soup simmering about issues of power that will recur in the poem.
The only emperor is the emperor of ice-cream. (8)
Forget about the crowns and the robes. A true measurement of power is just how much you enjoy the sweeter things in life. It takes guts to live your life the way you want to without feeling intimidated by those pesky, appearance-crazed emperors. But, if we recognize that those guys are no more real than the ice cream that's melting in your hand, the process becomes a bit easier.