I have Firefox in the start menu, but there are no "properties" like in Windows.
How do I find out were Firefox is installed and how do I check the path of link of a menu item?
(I suppose you still don't use Unity but Gnome 2.)
That's a bit annoying in Gnome. What I do is, I click right and choose Add launcher to desktop. Then you have the launcher on your desktop and there is a context menu entry Properties (so again click right on the new file on your desktop and then Properties). This dialog will present most of the available information from the launcher.
An alternative would be to right click the application menu and choose edit. There you see all entries and you can also select Properties.
If you really want to find out the whole path for firefox, this shell command might be useful:
which firefox
This returns the full path to the file, which is executed when only firefox is called. whereis is a similar command which locates source/binary and manuals sections for specified files.
Note that a launcher file is just a text file with the ending .desktop. You can drag and drop it to any text editor if the property dialog doesn't provide enough information.
