Thank you for the review. You can indeed display the "Save as" dialog if necessary. There is an option for that and it's documented, see "File name > open the save as dialog to confirm the filename". By default, files are automatically saved into your downloads folder. If you want to choose another folder, configure Firefox to save files into this folder, see https://support.mozilla.org/kb/where-find-and-manage-downloaded-files-firefox#w_change-where-downloads-are-saved. Finally, the template of the file name in SingleFile allows you to save files in a sub-folder of your downloads folder, see the help page in SingleFile for more info.

EDIT: Uncheck "Misc. > Save pages in background" to remember the last location of your saved files. It's documented in the known issues here: https://github.com/gildas-lormeau/SingleFile#known-issues.

EDIT #2: You may also need to enable "Always ask you where to save files" in the options page of Firefox and disable "File name > open the save as dialog to confirm the filename" in SingleFile. Otherwise a simple "save as" popup will be displayed before the native "save as" dialog.