From Chris Ilias’ Blog:

To make Thunderbird use your Outlook Express address book, close Thunderbird, and add the following lines to your prefs.js file:

user_pref("ldap_2.servers.OE.description", "Outlook Express");
user_pref("ldap_2.servers.OE.dirType", 3);
user_pref("ldap_2.servers.OE.uri", "moz-aboutlookdirectory://oe/");

For Outlook Contacts, use these lines:

user_pref("ldap_2.servers.Outlook.description", "Outlook");
user_pref("ldap_2.servers.Outlook.dirType", 3);
user_pref("ldap_2.servers.Outlook.uri", "moz-aboutlookdirectory://op/");

One important note: in order for it to work with Outlook, Outlook must be set as the system default mail client.