My lovely neighbour came down and, following your instructions, sorted it all out for me. My address book is safely installed on Thunderbird. Many thanks, sfhowes, from Jean

• Open Thunderbird
• Expand the folders under the desired profile (Inbox, Drafts, Sent Items, etc)
• In Windows Explorer, open the folder on your hard disk containing the EML files you wish to import.
• Arrange both Thunderbird and the EML folder so that both are visible on your screen.
• Select the EML files you wish to convert by holding down the CTRL key and clicking once on each EML file (or other method of your choice).
• Release the Ctrl key.
• Right-drag any one of the EML files from the EML folder and drop it onto any one of the folders in your profile in Thunderbird.

Some times these manual method doesn't work. In that situation, you can go with third party tool. I found GainTools EML to MBOX converter tool for Windows live mail to Thunderbird migration. Free trial available.