'''File|Save As'''. IIRC you can drag-and-drop too. Unless you tell it otherwise, Thunderbird will save messages as .eml files, which may not be terribly useful to you, as they generally need an email program to display them. '''File|Save As''' gives you the option to save as HTML. Look at "Save as type" in the file save dialogue. This add-on: https://nic-nac-project.org/~kaosmos/mboximport-en.html lets you do such saves in bulk.