Open Thunderbird and go to Tools Account Settings.  Click on the Add Account button.

The Account Wizard will open up.  Here select RSS News and Blogs and click Next.

Create a name for the RSS feed that you are subscribing to and click Finish.

Ok now the first part is complete.  Next we need to select the RSS account we just created and choose basic settings on how Thunderbird will handle the feeds.  Then click on the Manage Subscriptions button.

The RSS Subscriptions manager will come up.  Click on Add and type in or paste the Feed URL (which you get from the website) from the site you are subscribing to and click OK.  Now you can just close out of the RSS Subscriptions window and click OK to exit from the Account Settings screen.

Now when we go to our newly created RSS account you will see all of the most recent posts from the feed.