Can not import mailboxes and messages, address book etc from Eudora

Eudora (which I have used for many years) will no longer work. There are several mail boxes (folders) containing messages I have received/sent and occasionally have to refer to. I have installed Thunderbird but can not import these files/messages. Instead I get a message 'No application to import data from found.' See the attached screenshot. Eudora is still available on my machine (I simply can not send/receive messages with it) so in extremis, I can read the messages in Eudora, but, having now set up Thunderbird as my email client, it makes sense to be able to access these old mailboxes directly in the new client. What do I need to do to successfully import these messages from Eudora to Thunderbird?