I don't think it automatically moves junk mail from Inbox to Junk. It should do so when you mark something as Junk by hand; the presumption is that you have viewed it and vetted it. OTOH, messages that have been automatically classified as junk may have been incorrectly categorized and you're expected to want to check them over before they are disposed of.

I have been marking them as junk, but Thunderbird does nothing with them. Tools/Options/Security/Junk is set them to be automatically move them into the junk folder.

Automatic moving to the junk folder failed once for me and it was an anti virus add-on that messed things up. To diagnose problems with Thunderbird, try one of the following: *Restart Thunderbird with add-ons disabled (Thunderbird Safe Mode). On the Help menu, click on "Restart with Add-ons Disabled". If Thunderbird works like normal, there is an Add-on or Theme interfering with normal operations. You will need to re-enable add-ons one at a time until you locate the offender. *Restart the operating system in '''[http://en.wikipedia.org/wiki/Safe_mode safe mode with Networking]'''. This loads only the very basics needed to start your computer while enabling an Internet connection. Click on your operating system for instructions on how to start in safe mode: [http://windows.microsoft.com/en-us/windows-8/windows-startup-settings-including-safe-mode Windows 8], [http://windows.microsoft.com/en-us/windows/start-computer-safe-mode#start-computer-safe-mode=windows-7 Windows 7], [http://windows.microsoft.com/en-us/windows/start-computer-safe-mode#start-computer-safe-mode=windows-vista Windows Vista], [http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/boot_failsafe.mspx?mfr=true" Windows XP], [http://support.apple.com/kb/ht1564 OSX] ; If safe mode for the operating system fixes the issue, there's other software in your computer that's causing problems. Possibilities include but not limited to: AV scanning, virus/malware, background downloads such as program updates.