I am installing a Honeywell thermostat, model RTH221. There are three wires coming from the furnace, Red, White, Blue. The terminal labels in the old Sears thermostat, model 38792010, look like they are marked:
SW - White wire
TM - Blue wire
TM-TR - Red wire.
How do I match these to the new terminals?

Try reading this.
https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html#post268211