appdata is hidden by windows. type %appdata% in the run/search box on the start menu and press enter. That will find it.

Note that your account is imap, so if you delete messages off he server they will be deleted in Thunderbird.

Thanks Matt. I was able to look into it, but can't identify any other inboxes for that particular account, is it possible that Tbird would delete them as my webmaster sent a message saying there was a bloat.

If you account is an IMAP one, your webmaster may have removed them from the server and then Thunderbird synchronized the mails leading to them being gone. It is one of the things about IMAP. all devices synchronize to the server so local setting are not always followed because the server has changed.