I think that is the default but you can change the location where it finds it after you attach the file. I think default it goes to Desktop for the files until you change the location and it should after that go to the folder or directory your using subsequent attachments.

I have as default to save all files to the downloads folder. Everytime I attach a file I do it using that folder, but the next time after closing the browser it sends me back to the desktop. I think it´s something that I have to change in about:config but I don't know how to do that. In other browsers (Edge and Vivaldi) it works as you say. Thanks.

You could look at the preference mentioned in the following quotation from searchfox. org

browser.download.folderList - int 0 - The desktop is the default download location. 1 - The system's downloads folder is the default download location. 2 - The default download location is elsewhere as specified in browser.download.dir[not a preference] . 3 - The default download location is elsewhere as specified by cloud storage API getDownloadFolder

The thing is not the download folder, that´s working fine. What happens is that when I want to attach or look for a file, Firefox takes me to the desktop not the downoads folder. For example, when I was looking to attach the image to this answer it took me to the desktop not the downloads folder. As mentioned before that doesn´t happen in Edge or Vivaldi. Thanks.