Hi! My name is Federico. I'm an Independent Advisor and a Microsoft user like you, I'll be glad to help you today.
Windows 10 in S mode does not allow the installation of Firefox or any other application outside the Microsoft Store. In order to install Firefox, Microsoft asks you to exit Windows 10 S mode. Once you have changed it, visit the Firefox download page and install it.
https://support.microsoft.com/help/4456067/wind...
I hope this helps solve your inquiry. Do not hesitate to get back to us if you need further assistance. I am more than happy to help
Best regards,
Federico