Actually, I thought LOTR made it all very simple & easy to follow
What exactly are you getting stuck on? Some people have had trouble with dragging & dropping but you can always just add the other way!

To find the location of your saved folder:
Within LW go tools > options > saving. You'll see the location of your
saved folder within the text field. Note it down somewhere.

To add to iTunes:
Open iTunes. Click on File, choose Add File To Library. Now you'll see
where it says 'Look In'. Go through & find your LW saved folder, that you
noted down. Once you've selected your saved folder, you'll see all of your
LW downloads. To add a file just highlight it & click Open... it will move to
the iTunes library. To move a block of files highlight the first file, hold
down the Shift key & click on the last file. Click Open & the whole block
will move.