If your account is set up as IMAP, then this is the expected behavior. You may get the desired behavior when setting up your account as POP account, however, I do not fully understand what exactly you're trying to achieve.

My question is that My gmail account is connected to the Thunderbird. Now if I delete mail in the Gmail--->Inbox--->Delete than in Thunderbird mail is also delete. How I prevent or Store Mail in Thunderbird it means that In Thunderbird mail not Deleted.

If you have a gmail IMAP mail account, you need to understand tht you are remotely viewing the server folders, so basically the folders you see in Thunderbird are the same folders you see when you use webmail - (logon to google account via browser).

If you want to delete emails off the server, but keep those specific emails accessible in Thunderbird, then you need to move/copy them from the Thunderbird IMAP gmail mail account and store them in Local Folders account in suitably created folders before you delete them from the IMAP mail account.