This actually represents a couple of very common points of confusion. One is very easy to clear up; the other, not so much.
First, the easy: the terms junk and spam are synonymous. Some email programs or services call it spam, some call it junk mail, but it’s the same thing in either case. What you’re seeing in Thunderbird is what happens when those worlds collide.
The confusion about training the spam or junk filters, however, is both important to understand and somewhat more complex. While I’ll use your AOL account as an example, this applies to all email services and all desktop email programs1 that have spam filters.