By default, Firefox automatically restores your session—windows and tabs—only after it has crashed, or after a restart because of an extension. However, it can be configured to restore a session every time it is started: Open the Preferences dialog as described in Section 13.7.1, “Preferences” and go to the category General. Set the option When Firefox Starts: to Show My Windows and Tabs from Last Time.
When you have multiple windows open they will only be restored the next time when you close all of them at once with File › Quit (from the menu bar) or with Ctrl–Q. If you close the windows one by one, only the last window will be restored.