That setting is only given in POP-connected accounts. What does it say at "server type"?

How would this setting help you? You're asking about how to delete on the server and yet keep a copy in Thunderbird. The option to leave a copy on the server seems to be the opposite of what you want.

Please do some research into the choice between POP and IMAP and decide for yourself which will suit your needs. You seem to be asking about setting an option whose significance isn't really understood.

If you want to operate an account from two different computers (or Operating Systems) then I'd recommend you use IMAP. Move or copy messages that you want to keep to Local Folders. But then you're faced with the unnecessary problem of deciding which messages to keep on either computer and how to move messages from one to the other.

Why is it important to you to remove messages from the server?

Thank you for your help! Your reply helped me solve the problem. I'll research POP and IMAP. Thank you so much!