First of all, the copy command ( cp ) you have to specify the command, you have, you have to specify what you want to copy, you have, and then the target, where you want the file copied to; you have not specified a destination. This part;
is the path from the root directory to the file, and the file name.
Add the destination directory to the command, like this #cp /home/WinHo/desktop/firefox-3.0.3.tar.bz2 /opt/firefox/
now the directory /opt/firefox has to exist, if not, and that is where you want the file, then you would have to use the command mkdir to create a new directory.
The ff3 install file is a binary archive. You need to decompress and extract the files. There are instructions on many web sites on how to install FF.
Most software for Fedora is in .rpm format. Those files are installed with Fedoras package manager.
Once you have the archive copied to the desired directory, change to the directory you copied it to, then run this command.
tar -xjvf firefox-3.0.tar.bz2
This is assuming it is FF3, not a later version. If it is a later version, simply adjust the name of the file to match.
You can run FF from the command prompt or create a desktop icon.