Depends on the type of mail account you are using. If IMAP, then you are seeing a remote view of the folders on the server. These are the same folders you would see if logging on to webmail account via a browser.

As the folders are one and the same, if you delete an email in Thunderbird or webmail or iphone, then it is getting deleted off server, so it will be deleted from all views regardless of whether it is Thunderbird, webmail or iphone.