The Setting up Thunderbird section describes how to set up Thunderbird to filter your mail using SpamSieve.
To test that the setup works:
If the message moved to the junk mailbox after Step 4, the setup is correct. SpamSieve will be able to catch other messages like this if it’s properly configured and trained.
If the message did not move to the junk mailbox, there is some other problem with Thunderbird or SpamSieve. Please contact technical support and explain what happened when you followed these instructions.