How do I find recent downloads on MacBook Pro?

Downloads from where?

For files and things downloaded from websites, or Airdropped, they are usually in the Downloads folder in your user profile.

Open Finder and click on "Downloads" on the side bar.

If "Downloads" does not appear there, open the Finder Menu, click on Settings, Side Bar, and make sure "Downloads" is checked there.

Click the Show Downloads icon (circled down arrow) in the Safari toolbar, then click the magnifing glass icon to the right of any download to show it in Finder.

Download items from the web using Safari on Mac - Apple Support (SA)

FWIW, Firefox keeps a history of anything you download from the web. Until you clear the history.