By default Thunderbird will save attachement to your desktop, which is quite annoying when handling a lot of emails daily. You can define a specific folder to save all your mail attachments. First create a folder (e.g C:\Users\user\Documents\Thunderbird attachments)
Click on Tools > Options
Move to the "Attachments" tabs
Check the box next to "Save file to" and click on browse to select the folder previously created.