If you mean the animated down arrow/progress bar icon described in the support article -- Where to find and manage downloaded files in Firefox -- it should be there by default. Occasionally if you end up with too many buttons/icons on the toolbar, some controls will "overflow" onto a drop-down. The button for the drop-down has a >> icon. If you find that, you can use Customize to move the download button into a more useful location.

If it's not there either, consider using the "Restore Defaults" button at the bottom center of the Customize tab to return the toolbars to "factory" defaults. This article has the details on Customize: Customize Firefox controls, buttons and toolbars.

Can you elaborate and tell us what you expect this button to do?

So it is visible without always having to search for the downloads

Do you mean a button to open the Firefox Downloads Manager?

Is that a button on a toolbar in Firefox or a button on the Windows Taskbar?

Thanks for the helpful reply jscher2000...I did what you said and dragged the dowloads icon to my taskbar up top...