Few options off the top of my head:
- Open a terminal (e.g. Ctrl+Alt+T) and type "firefox -p &". The & operator runs the process in the background so it will continue to run even when the terminal is closed
OR
- Use your desktops equivalent to windows "run". So for example, on KDE use Krunner (Alt+F2 or Alt+Space usually launches it) and type in "firefox -p"; it usually defaults to running a command. There is also a dedicated "Run Command" plasmoid that can be added to your desktop. On Gnome, I think the "run a command" dialogue will do the same (also Alt+F2 I believe).
OR
- Add an app entry to your desktops menu for Firefox Profile Manager. On KDE if you type Profile, "Profile Manager - Firefox" already exists as a Krunner action; so you can easily get it from your menu or krunner just typing Profile. If it doesn't exist then you can use your desktop's menu editor to copy the firefox entry and add the -p as the command line argument. On KDE that done most easily by right clicking on the menu icon and selecting "edit applications..." or search for menu editor. Other desktops will be very similar.