You could copy the firefox download onto a usb thumb drive from a different computer and open it on your work computer. You should ask first though - your employer might not be okay with this if they purposefully limited internet access.

I did click on download firefox and when it said to run or save, I saved it to a flash drive. So I should be able to just go and put it in and open the drive and click on file, right? I was told to do this by my boss so there is obviously some way that it can be done, thank you so much.

The Firefox "setup stub" installer needs to access the Mozilla servers, so you need the full installer that has everything that you need.

Download the full off-line installer from here: https://www.mozilla.org/en-US/firefox/all/

Also, you will need to copy the installer from the drive to your computer first.