I said earlier than email programs like Thunderbird were a bit of an anachronism. It's why most of them - Eudora, Pegasus (I used that too) have disappeared. The Mozilla organisation doesn't maintain Thunderbird any more, though it keeps the name and is still based on Firefox core technology. Mozilla did not think it was worth putting scarce resources into a non-mobile-capable email program - and I think they were right. Having said that, it's a very powerful email program, and I use it a lot.

The idea of an address book being part of an email program is also an anachronism. Most devices keep data about 'contacts' separate from the email and messaging apps. When I first got an Android tablet I decided to use the K9 open-source email app and was surprised that it didn't contain an address book; you have to use Google Contacts, or an equivalent online service.

So if I were setting up a new Thunderbird instance now, and I already had my contacts somewhere online (I think windows live mail contacts are held at contacts.live.com) I wouldn't convert them. If at all possible, I'd just connect to them using Tbsync and one of the 'provider' addons like Provider for CalDAV & CardDAV

I don't know if any of those addons will work with microsoft's servers, but it's worth investigating. If it doesn't work, I would work out where is the best place to hold contacts that Thunderbird and any other email programs can all sync with them. (My recommendation would be a NextCloud service.)