It depends on how your server creates folders. For example, on my GMail account used with Thunderbird 3.0, the e-mails are moved from Inbox to Archives/Year. Note that because GMail uses labels instead of folders, this is a label name and not the folder Year under the folder Archives. On my webhost's e-mail service, it stores them under the folder Year which itself is under the Archives folder.
In answer to your first question, all you have to do is move the folder from the Archives/Year folder to the Inbox. Or on Gmail, you just have to mark it unread and optionally remove the Archives/Year label.
I don't believe Thunderbird deletes any mails from archive, but I'm just going off my own experience.