Firefox can only open PDF files in Firefox if you get a download dialog and not other types like a ZIP archive. When you choose "Open in Firefox" for a PDF file then the file is downloaded to the OS temp folder and then opened in a tab resulting in a file:// link in the location bar. Files downloaded that way aren't guarantee to last and can be removed at any time, so you need to save them explicitly if you want to keep them. The same with files that you open in an application like you probably do with a ZIP archive, those are also downloaded and saved to the temp folder as read-only and need to be saved explicitly as well if you want to keep them or modify them.

You did not understand me. I know what a temp-file is and what i must do for zip and for permanently saving

I figured it out: The C:\windows\temp folder was too full or something else. After deleting all files there it works like normally