Downloading PDFs - why so non-intuitive?

Hello! New Firefox user here, since I got too annoyed with IE crashing. So, I often download PDF documents from the Web. With IE, you get a pop-up that asks you to pick a location in which to save the download. I like that. But with Firefox, all I can do is download it to some "library" that I can't find on my computer or retrieve the articles from. My two questions:
1. Where is that library? On my computer - where???
2. I want the articles on a flash drive, not in some library. How can I specify to Firefox to save the article on my flash drive or desktop, instead of that library?
Thank you!

Hello,
You can see your download pressing Ctrl+J or go to '''History''' >> '''Show all history''' then the library will open.
To change the downloads folder go to '''Tools''' >> '''Options''' >> '''General''' you will the options about download.
*[https://support.mozilla.org/en-US/kb/find-and-manage-downloaded-files Find and manage downloaded files]

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