1- Begin by selecting 'Tools' from the Thunderbird main menu and then click 'Account Settings'
2-Find the account on the left with junk mail problems. Select 'Junk Settings' underneath the account you wish to edit.
Select all 4 check boxes as shown. Change the drop down menus to match:
3-You can also delete mail that has been marked as spam but not deleted by selecting the 'Delete Mail Marked as Junk in Folder' option in the 'Tools' menu as shown: