The firmament is the curve of the sky, especially if you imagine it as a solid surface. You can describe the sky at night as a firmament shining with stars (if you're feeling poetic).
The word firmament comes from the Latin firmus, or "firm," and this description of the sky as something solid reflects ancient ideas of the way the universe was constructed. The first stargazers imagined the sky as a sphere, and it wasn't until the late 1500s that the idea of an infinite universe was seriously considered. Today the word firmament is mostly literary, used to poetically describe the visual curve of the sky.