Is the problem that the button is missing, or that it doesn't do anything, or that it opens a "regular" window?

By the way, you should find it on both menus:

• "3-bar" menu button (Application menu)
• classic File menu (you can tap the Alt key to display the menu bar if you do not usually have it showing)

Note that private windows are not distinctly marked if you set Firefox up to start automatically in private mode. You can double-check that setting here:

"3-bar" menu button (or Tools menu) > Options > Privacy

If the dialog says "Firefox will: Never remember history" then Firefox will start up automatically in private mode: all windows are private. To turn that off, change the selection to "Firefox will: Use custom settings for history" and uncheck the box for "Always use private browsing mode". Firefox needs to restart after you do that, so if you are in the middle of any work, complete your work first.

Thank you so much for your help.

I had changed settings at the end of last week, including 'Never remember History' I did not realise that I would be 'In private' mode all the time, and have been clicking 'open in private window' expecting the new window to open as it used to.

Thank you again for your speedy and helpful response.