iPhoto "hides" the images in an internal structure to, some would say, make things simpler.
In your Pictures folder you should find the iPhoto Library.
Right click on it or press the control key and click on it. From the menu select "Show Package Contents"
Then look for the "Masters" folder. This is where all your original files are. Drag that folder on to the Lightroom icon or Library module to begin the import process.
I recommend the Copy option so the files can be copied to a new location which iPhoto will be unaware of.
If you want to access the images that you may have modified in iPhoto look for the Previews folder and repeat the process.
Once you are satisfied that Lightroom is a better option (iPhoto will be going away) you can safely delete the iPhoto Library.