If you have closed the Firefox download manager and want to reopen Download manager, you can do this easily by clicking on Tools > downloads in Firefox browser. In other way you can open Firefox download manager by pressing CTRL+J while your Firefox browser is open.
Downloading in Firefox is far better than Internet explorer. In Firefox, you can pause any download, you can restart download, you can retry download, you can go to download page even after closing download page, you can copy the download link. All the above can be done by right clicking on the any file in Firefox Download Manager.