Type about:support<enter> in the address bar.

Under the page logo on the left side, you will see Application Basics. Under this find Profile Folder. To its right press the button Show Folder. This will open your file browser to the current Firefox profile. Now Close Firefox.

If you want to overwrite this profile, just copy from the thumb drive folder into this profile.

If you want to keep the present profile, create a new profile, then copy the thumb into it.

You can copy files like these with Firefox closed to the current profile folder to recover specific data.

• bookmarks and history: places.sqlite
• bookmark backups: compressed .jsonlz4 backups in the bookmarkbackups folder
• cookies.sqlite for the cookies
• formhistory.sqlite for saved form data
• logins.json and key3.db (decryption key) for Passwords saved in the Password Manager
• cert8.db and possibly cert_override.txt for (intermediate) certificates stored in the Certificate Manager
• persdict.dat for words you added to the spelling checker dictionary
• permissions.sqlite for Permissions and possibly content-prefs.sqlite for other Site Preferences
• sessionstore.js for open tabs and pinned tabs

You can use the button on the "Help -> Troubleshooting Information" (about:support) page to go to the current Firefox profile folder or use the about:profiles page.

• Help -> Troubleshooting Information -> Profile Directory:
  Windows: Show Folder; Linux: Open Directory; Mac: Show in Finder
• http://kb.mozillazine.org/Profile_folder_-_Firefox