The about:preferences page doesn't have an OK button and changes are applies immediately. Additional pop-up windows do have an OK (bottom right) or close button (top right) or use Ctrl+W.

I presume you are asking about Firefox ptions, as seen in the main menu.

An example would be the change to the home page options. There is no need for any OK button because that change takes place when you close and restart Firefox.

See also Startup, home page, tabs, and download settings