If you have just installed Firefox Portable, you would find that there is no Flash or Shockwave in the installation. The official website has a Support page explaining how to get these two in the installation. These procedures assume that you either have access to a computer that has a normal Firefox installation, or that you have Administrator privileges. And oh, the Flash extension does not work with the new version of Firefox.
However, you may be using a computer that you have very limited access on. For example a school or university library computer that is designed to let the students use the Internet. In such cases, the installation of Shockwave will fail due to having no Admin privileges. And you will have nowhere to copy Flash from, since a restricted computer will not usually have a normal Firefox installation, and you may not have access to C drive of the computer.
In such cases when you are using a heavily restricted computer, here's the sure-fire way to get Flash, Shockwave or both plugged into your Firefox Portable. But actually you can use the same method for every computer. Note that you only need to do this once for every new Firefox Portable installation.
1. Get 7-Zip Portable from here and install it on your thumb drive.
2. Go here for Flash and/or here for Shockwave. Download and save the EXE files. Do not run them.
3. Open each of the downloaded files in 7-Zip Portable and select these files accordingly:
Flash: flashplayer.xpt and NPSWF32.dll
Shockwave: SHOCKWAVEPLUGIN.CLASS and NP32DSW.DLL
4. Extract them to FirefoxPortable\Data\plugins and restart Firefox Portable
That's it. Adobe Flash and Shockwave should be up and running now.
Update (10 July 2009): It seems to me that the file "shockwaveplugin.class" no longer exists. You may try with "np32dsw.dll" only and check if it works by going to this webpage: Test Adobe Shockwave and Flash Players