Firefox is a Web Browser. Do you mean you have Webmail emails? if so what is your webmail? the page you go to in Firefox to access your emails (the part after the @ do not post your full email address or you will get spam)
OR do you have an email client on your pc that you use to collect your email from your Webmail email server?
I use email client Thunderbird and to archive emails I copy them to folders in My Documents (they save as .eml files and can be opened independently by any email client)