I'm a bit confused about the question.
Firefox on a Mac has several options other than the two you listed, and just like Windows it will give you a file dialog to ask you where you want to save the picture. The default is usually the Pictures folder as described by Googy8275.
The iPad does not have a version of the Firefox browser. There is a Firefox bookmark syncing/app, and support for the same with a couple of third party browsers, but no actual FireFox browser app.
But, the two options you describe are what you will see if trying to copy a picture from Safari, Mail, or most third party browsers. Though you need to tap, or tap and hold; not right click.
Save Image will save the picture to the Photos app in the camera roll.
Copy will allow you to go to another app and paste the picture, providing that app supports picture pasting. Mail does.