Mozilla Thunderbird - pulling in email

[#1]

I've successfully set up Thunderbird for my Plusnet account and have sent and received test emails but Thunderbird hasn't pulled in previous emails that I can see on my old browser (Windows Live). 
What do I need to do to pull in archive / historic email to Thunderbird?

[#2]

Assuming you've been using POP3 to access your email from Windows Live mail, then the previous emails will have been downloaded from the PlusNet server and stored on the PC running Windows mail. Hence Thunderbird will not be able to access them from the server. You will need to import the old emails from Windows Live into Thunderbird. I've no direct experience of importing from Windows Live mail but here's a good place to start looking http://kb.mozillazine.org/Importing_and_exporting_your_mail
Hope that helps

[#3]

Many thanks, I will give that a try.