So what is holding you from doing this?

It should be easy to copy specific files to an USB drive or first put them in a ZIP archive.

Are you getting some kind of error message?

Note: if a file is currently in use, it will be locked until the program using it closes.

No I am not getting any error message. All I want is to be able to back up my archives to protect them from malware or hardware failure

That's a "Windows thing". http://windows.microsoft.com/en-us/windows/back-up-files#1TC=windows-7

Thank you for your reply. Windows back up would meet my needs, but I would need to choose the files to backup, when setting up Windows backup. I need to know the location of Thunderbird's archives.

https://support.mozilla.org/en-US/questions/new/thunderbird