Debian installer cannot find missing firmware

During installation, Debian may ask for (non-free) firmware for certain devices, like the wi-fi. Unfortunately, even if you have located the file and copied it to a USB drive or similar, the installer often still cannot find it. The solution is to switch to a terminal (Alt-Ctrl-F2), mount the USB drive manually, and copy the file to /lib/firmware (create the directory if needed). See also the relevant section of the installation documentation of Debian jessie.