This is not a criticism.. and I'm pretty sure they have their reasons... anyhow, Ubuntu does not come with it. In fact they decided to ship their OS with another pretty good e-mail client called Evolution. So, if you want to give a try for Thunderbird in Ubuntu 10.10 or 10.04, etc then simply open your Terminal and issue the below command to install it.
sudo apt-get install thunderbirdYou can also install Thunderbird using the graphical software manager that comes with Ubuntu. To do so go to, Applications -> Ubuntu Software Center and search for "Thunderbird" and follow the instructions on the screen.
Although it does come with its own excellent help documents but if you're looking for a more user friendly, very recent "Guide" then you should read this PDF guide and this part 2 (written by Jim McCullough) as well.