One feature which some Linux users find useful, is support of Templates, so that right click 'New Document' has some useful options.
Whilst this is not a core feature of a file manager, it is supported and here is how:
apt-get install xdg-user-dirs
which brings in a binary named
xdg-user-dirs-update- used to autogenerate the file
And now easy to check that the correct Templates entry appears:
Firefox Downloads, other downloads and XDG:
If you find that your Downloads are not being saved to the correct place, then the described solution of generating the file
.config/user-dirs.dirsmay solve this download problem also.
If you want browser downloads saved somewhere else in Xfce, then you might try editing the line XDG_DOWNLOAD_DIR shown in the screenshot above.