After some research I found back how I did last year: I used EMail Address Crawler (a very old Thunderbird add-on).
- open the context menu on an folder (of emails)
- select Crawl folder for email addresses
- choose the destination mailing list (or create new one)
- choose some options, click OK
- then the add-on extracts email addresses from the folder emails content
But, EMail Address Crawler v3 is not compatible with recent Thunderbird. Therefore, in order to force install, disable extensions.checkCompatibility in the about:config or simply use Disable Add-on Compatibility Checks.
However, my Thunderbird 17.0.5 is too recent and even disabling compatibility check, I cannot use EMail Address Crawler, the folder context menu just open the contact addresses dialogue box, no more!
Otherwise, there is another alternative: CrowdMailer, a basic (and old) Thunderbird add-on. Copy-paste the email source code into the CrowdMailer dialogue box. Then CrowdMailer extracts the email addresses and proposes to create a new email filled with these extracted addresses. But I did not found a way to save these addresses within a mailing list...