lI found them in the inbox file, but not inbox.msf file.

Inbox is the file containing the actual messages. Inbox.msf does not contain mail. It is just an index file which is generated automatically by Thunderbird.

I tried renaming inbox to inbox.msf but when I rebooted Thunderfile, the renamed msf file was empty.

You just shot yourself in the foot.

Is there any way I can recover all of my lost messages.

Do you still have a copy of the Inbox file with your messages?

I have an inbox file. But it only contains new messages. I don't have a copy of the inbox.msf file.

Based on the information you provided you killed your older Inbox messages by renaming Inbox to Inbox.msf. You'll need a backup of Inbox containing your older Inbox messages.

Inbox.msf will be generated by Thunderbird automatically in case it doesn't exist.