To view and manage files you have downloaded in Firefox for Android, press the "Menu" button on your phone and choose "Downloads" from the menu. (You can also get to the download manager by scrolling to see the right-hand sidebar and pressing the "gear" button.)

Downloaded files are saved in the "download" or "downloads" folder on your SD card.

I tried,and get some new problem...Some downloaded files in "download" folder like APK files,but why couldn't I find PDF files in this folder?I tried to find "downloads" folder,but it doesn't exist in my SD card...

If Firefox "opens" a file immediately with another app (rather than "saving" it), then the file will be deleted when Firefox exits. This is intentional, though it should probably be changed to be less confusing: https://bugzilla.mozilla.org/show_bug.cgi?id=596370

For now, if you want to save a PDF rather than just open it temporarily, then instead of tapping on the link, press and hold and then choose "Save Link" from the pop-up menu. Then you can open the file from the download manager, and it will remain in your download folder until you choose to delete it.