Thunderbird doesn't have an 'Outbox' folder like in case of Outlook, but does have an 'Unsent' folder. After composing a message, select File|Send Later (or Ctrl+Shift+Return/Enter) from the Compose menu, rather than the Send button. (Unfortunately there's no button for send later on tools menu, which is why it's so easily missed.) The message then gets put in the unsent folder. To send it from there, go to the main Thunderbird menu and select File|Send Unsent Messages.