I don't use thunderbird myself, but mozilla mail which is I think similar. All the email for mozilla AFAIK is stored in the users home directory, this is probably
If you can't find the files, then when you recieve a new mail do a search for recently touch files, i.e. you could type the following in a shell to find all files in your home directory created in the last five minutes.
find ~ -mmin -5 -not -type d
Once you have identified the file(s), then simply copy these into your archive. They are probably in a standard file format called 'mbox' which a variety of email tools can read.