The simplest way is to use File | Save As... in order to save the page as txt, html, html complete or even mht which is the preferred way if your browser supports it.
However, this saves only the current page and sometimes isn't so easy to manage the saved files.
Another solution is by using some Firefox extensions like Scrapbook or similar which will give you more power than the above solution.
The 3rd way - if you need to download entire sites (or part of them) and need more power and flexibility - is by using offline browsers which are separate programs but they do a much better job in getting offline the content you want. One of the most well-known free offline browser is HTTrack but there are other programs too.