Firefox Download Windows is probably one of the most useless section because of the unavailability of any context menu other than menus which are built to handle downloading of files. After you download a file there are many possibilities of next action like moving to usb or zipping it or any action related to that type of file.
Nirmal found an excellent firefox extension which adds the default windows right click to the downloads context menu and it looks like this :
This way you can do everything with the files which you would have done by right clicking on the file directly. Download this addon from here.