You'll need to know the correct settings for your email account. They should be available from your email provider's website (and probably elsewhere online as well) but the easiest way to access them is probably to see what Windows Live Mail was using.
So open Windows Live Mail, right click on the name of your account (in the left hand panel, above where it says Inbox, Drafts, etc) and click on Properties. The General tab will probably already be selected. (If not, click on it). Note down the information that's shown there. Repeat for the Servers and Advanced tabs. (You can probably ignore the Security tab).
Close Windows Live Mail and open Thunderbird. Click on Tools and then on Account Settings. Assuming that Thunderbird has already tried (but failed) to set up your account correctly, you'll see the name of your account shown. Click on it and then on Server Settings. Check that the information in the right-hand panel matches what you've noted down from Windows Live Mail. (Amend if necessary). Then click on Outgoing Server (SMTP) and on the name of your account. Again check that the correct information is shown there. (If not, click on Edit to amend it).
If Thunderbird doesn't even know that your account exists (i.e. it's not shown when you access Account Settings, try creating it automatically:
https://support.mozilla.org/en-US/kb/automatic-account-configuration