It depends on which version you are using.
If you are using the newest version, all you need to do is click on the top, left of the window where it has the orange "Firefox" button. When it opens, hover on "History" and choose "Clear Recent History".
This will open up a box in which you can choose what you want to delete. Make your choices and then click the "Clear Now" button at the bottom left and it will clear what you want cleared. Sometimes it takes a little longer than at others, but it will finish and you can continue your journey on the Internet.
You can also chose Start Private Browsing from the root menu and you won't have to worry about clearing cookies and history files.
In older versions of Firefox, you would click on "Tools" in the menu bar and then follow the above instructions from "Clear Recent History" on.
Take care and best wishes!