The difficult part is to find the profile folders. Note that they may be located in different places for different Windows versions.
On Windows XP machines the locations for your Thunderbird profiles are:
C:\Documents and Settings\<Windows login/user name>\Application Data\Thunderbird\Profiles\<Profile name>\
Backup the contents of this folder.
To restore your email e.g. on another computer, copy the saved contents to the same folder on the new machine.