See --> https://support.mozilla.org/en-US/questions/899072

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Use -new-window

• firefox.exe -new-window <url> -new-window <url> -new-window <url>

http://kb.mozillazine.org/Command_line_arguments

Toward the end of this article, http://cybernetnews.com/cybernotes-create-shortcuts-to-open-your-favorite-sites-in-firefox/ , it shows a slightly different way to open multiple tabs in one new window from a desktop shortcut instead of multiple new windows. Scroll down to the paragraph beginning with "Okay, now for the last way that many of you were probably waiting for." Separate each URL with the "|" keyboard character just as you would with multiple home pages and only one -new-window following the full path to firefox,exe

Target field would be: "C:\Program Files\Mozilla Firefox\firefox.exe" -new-window google.com|cybernetnews.com

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Don't use a pipe to separate multiple URLs, but use a space.

• firefox.exe -new-window <url> <url> <url>

Another option is https://addons.mozilla.org/en-US/firefox/addon/sitelauncher/

For us it's easier than a desktop shortcut as we can use it within Firefox

Multi URL shortcuts–assign one key to open multiple URLs. To use this feature enter the sites you wish to open together separated by the | character. Example: support.mozilla.org|mozilla.org