The download manager will add a record to the about:downloads page or the page that opens then you click the "Download arrow" icon in the default ui for Firefox. There should be a play, pause button next to an incomplete download. However when Firefox closes, so does all the processes. There may be a third party software that manages download further.

You may not be able to resume downloads if the connection is lost forcefully.

In such a case you would have to backup the .part file and the final file without the .part before starting Firefox.

Try these steps to resume an unfinished download when you still have the .part file.

1. Move the old .part partial download and the final file without the .part that has size 0 to another location.
2. Start a new download and pause it, don't close Firefox.
3. Copy the two files (.part and 0 byte final) that you moved above back to the download location to replace the new files that were created.
4. Resume the download in Firefox.

You can consider to use an external download manager if you encounter such issues often.