When setting up Thunderbird it will run a wizard to find the mail settings. At this point, click the 'Manual config' button, and use settings as follows, assuming your email address is me@example.com:

Thunderbird settings

Tips

If you use IMAP and have a large mailbox (gigabytes) then disabling some of the features can improve performance - try these if you find Thunderbird very slow)

Edit -> Account Settings -> Synchronisation & Storage 
Untick Keep messages for this account on this computer

and also disable the search indexer:

Edit -> Preferences
Untick Enable Global Search Indexer