OK, here is how I did it. I have Thunderbird set up to use Local Folders, and I archive all my email in an email folder set there. Doing this greatly simplifies the process of transferring Thunderbird email between computers, which is why I do it that way. So, if you have archived email in your user account folder hierarchies, create some new Thunderbird local folders and move them there (Thunderbird lets you drag n drop, among may other techniques, to accomplish this).
Now, with that done, you are just going to move your Local Folders folder from your Windows version of your Thunderbird profile to the Mac version of your Thunderbird profile. Here's how to do this.
Go into your Thunderbird profile on your Windows box (usually at C
your-userid\Application Data\Thunderbird\Profiles\your-profile-number\). There you will find a folder called Mail. Open that and you will see folders inside, one of which is called "Local Folders". Save off that folder hierarchy. That is all your archived Windows Thunderbird email.
Now go to your Mac, and install and run Thunderbird without importing anything - just a clean install. Create your email account from scratch - this is easier than trying to get it to "eat" the Windows definition files. Make sure everything is working and you can send and receive email. Now quit Thunderbird.
Now go to your Thunderbird profile on your Mac. On the Mac, that will be at your home directory, Library, Thunderbird, Profiles, your-profile-number. Open this folder and open the Mail folder within. Copy your Local Folders hierarchy saved off from Windows into this location. If you do this correctly, afterwards in your Mail folder you should see a Local Folders folder and a folder associated with your email account.
Restart Thunderbird. It will see your newly installed Local Folders, and all the email within, and show it/them in its interface. Done! Essentially, you just moved your Local Folders folder from your Windows Thunderbird profile folder to your Mac Thunderbird profile folder. Easy, obvious and very effective! Good luck.