The account probably already has a Trash or Deleted folder if you look at it through webmail. Right-click the account in the Folder Pane, Subscribe..., Refresh, and check the box for the Trash folder (may be named Bin or something else). Then, in Account Settings, Server Settings, set 'When I delete...' to that folder.

That did it ! Thanks so much for your help... I don't know how many 'rabbit holes' I would have gone down before figuring that out on my own. Greg

When my trash folder vanished, I eventually discovered I had accidentally unsubscribed my trash folder. To fix this I clicked on (>) Thunderbird's hamburger menu, then > file, then > subscribe. Once in that Subscribe drop down menu I checked the box next to the Trash file and > the subscribe button. Doing this caused my trash folder to reappear in the file folder pane on my email page. I seem to recall I also had to right click on an unwanted and inoperable trash file folder that inexplicably had showed up in that menu pane and doing so removed that from view. It took a lot of time to figure this out and I hope by sharing this it helps someone else as I see I am not the only one to lose a file.