From MozillaZine Knowledge Base

Thunderbird does not honor Firefox's http proxy settings, nor does it provide a GUI to set http proxy settings. Fortunately an extension exists which provides access to the advanced configuration options where the Proxy Server can be configured. You can obtain the AboutConfig extension here.

Once installed, open the AboutConfig extension ("Tools -> about:config") and follow these steps:

• Enter "proxy" in the Filter box.
• Double click "network.proxy.http" and enter the name or address of your proxy server.
• Double click "network.proxy.http.port" and enter the port your proxy server uses for http.
• Double click "network.proxy.type" and change the value to 1.

For Automatic proxy configuration URL:

• Enter "proxy" in the Filter box.
• Double click "network.proxy.autoconfig_url" and enter the URL. The port number must be in the URL.
• Double click "network.proxy.type" and change the value to 2.