If you have a small number of EML files, you can import them into Thunderbird by dragging and dropping the files into a folder under Local Folders. For a larger collection, an import utility such as ImportExportTools NG can be useful because it supports importing individual EML files as well as EML files from a directory.
If the EML files are coming from another email application and you need more control over the migration, you can also use an EML conversion tool. PCDOTS EML Converter is one option that can help convert EML files into formats such as MBOX before moving the mailbox data to Thunderbird. This can be useful when you have a large number of EML files and want to organize the data before importing it.
Before starting, it is a good idea to keep a backup of the original EML files and check a few imported messages, including their attachments, after the migration.