Click on the shield icon in the upper left (on Desktop) and from there you can get into your tracking protection settings. It also has a dashboard showing what has been blocked. Categories are social media, tracking cookies, tracking content, fingerprinting, and cryptominers. Facebook containers are also built into Firefox on desktop. That feature is called Container Tabs and is in settings also.
On Firefox for Android, you go to the three dots thing -> Settings -> Enhanced Tracking Protection.
Most browsers today have something like this built-in because it’s such a problem, except Chrome, because Google is an ad company first and would be shooting their own foot.