To tell Firefox where to put downloaded files:
Edit -> Preferences -> Downloads
Select "Save all files to this folder"
In Firefox 1.0.x, drop down the selection list. If you see the folder where you want your files to go, select it. If you don't see it, select "other" and navigate to your desired folder.
In Firefox 1.5, hit the "Browse" button, and select and/or navigate to your folder.
From now on, all downloaded files automatically go there.
Since you are using Firefox, you are running under some kind of windowing environment. If you are using KDE, then Konqueror is like the MS Windows file manager. If you are using Gnome, then it's probably Nautilus. In either case, look for a little house icon somewhere in your start menu or taskbar. If you are using another window manager, I don't know the programs you need. But you can probably still browse your filesystem using the Midnight Commander. Just type mc at a shell prompt and you get a text based file browser.
You might try reading the Howtos at www.tldp.org
for all kinds of Linux information. It's easy to get overwhelmed though because there is stuff there for all levels of expertise and some of it is old, no longer maintained, or not well written. Take your time and don't try to learn everything at once. At your age, you still have lots of time to catch up and pass the rest of us.
Welcome to the forum. Keep coming back. It's good to see some young blood with worthwhile interests.