What is the winmail.dat attachment?
When people send messages from incorrectly configured Microsoft Outlook email clients, a file attachment called winmail.dat may be added as an attachment to the message. This file contains formatting information for messages that use Microsoft's proprietary TNEF standard and any attachments sent with the original message. The file is not recognized by other email clients. Because of this, any attachments sent with the original message are not displayed in Thunderbird's message pane.
If you try to open winmail.dat, you will probably be prompted to specify the application that should be used to open the file. Because this file is in a Microsoft proprietary Outlook/Exchange format, you may not have an application installed that can decode this file and display it. Even if your system is capable of displaying the file, it does not contain any useful information.
To prevent this file from being attached to messages, the sender of the message (or their system administrator) can configure various options as described in this Microsoft Support article.
There is also a Thunderbird add-on called LookOut which tries to decode the TNEF attachment (winmail.dat) and display the original attachments in Thunderbird's message pane. This add-on is not provided or supported by Mozilla and its compatibility with future versions of Thunderbird is not assured. The best solution is to contact the message sender and inform them that their copy of Outlook is incorrectly configured as suggested in the Microsoft Support article.