To migrate a mailbox from Courier to Thunderbird (on Windows XP) you need Courier installed, Thunderbird and a program called Courex (get the latest copy here Courex)
Comparison Courier with Thunderbird address book.
C:\Documents and Settings\....(1)\Application Data\Thunderbird\Profiles\qvu1n3nv.default(2)\Mail\Local Folders
(1) here is the name of your user
(2) this entry is similar but never the same