In that new tab, sidebar or window yo'll see more information about the files being downloaded. Furthemore, you'll be able to delete the doenloaded files from the window, without having to access the containing folder.
It also offers more options, such as to run file when download is finished, delete programs from download list when we delete them from HD, etc.
Download Manager Tweak is a god add-on for Firefox that spices up the useful but with few options built-in download manager. By this way you'll manage your downloads better.