Open Outlook. Create an email account that's the same as the account on Thunderbird. Outlook will be looking at the same email. (You don't have to convert email - it's on the server. An email app just looks at what's on the server.)
If you're going to be using both of them, make sure that the server is set as an IMAP account, not a POP3 account. With POP3, if you delete an email, it gets deleted from the server. With IMAP it gets deleted only from that app.