The latest version of Firefox likes to use sidebars for accessing preferences. Access them at the hamburger menu (at upper right) and you can go right to History. It'll show all your visited sites and a Clear Recent History option (or hit Ctrl+Shift+Del for the same effect). If you select Options in that sidebar, you can go into preference for either remember history, never remember, or do some custom settings, such as always go into private browsing mode, or never store history or cookies, or to clear the history when closing Firefox.
Check the Sync tab while you're in here—if you've signed on with a Mozilla Firefox account—your history (plus bookmarks, tabs, passwords, and preferences) may be synced with your other PCs and devices using Firefox, even on smartphones.