Alternatively, you can right-click on the Ring icon in your system tray (near the clock), and choose "Explore Screenshots Folder", and it'll open it right up for you.
Note that you may not have your LOTRO Launcher options set to show the icon in the system tray.
From the launcher, choose the left-most "down arrow" in the upper right corner. There you can find the launcher options and another link to the Screenshots Folder.