Hi. With 500 images you’re right, Webflow isn’t tailored for such a gallery.
And Lightroom Desktop’s approach is super duper old school, generating a whole static website for you to deal with.
The only way to embed that exported gallery into your Webflow site is to host all the Lightroom files on a web server of your own, and use an iframe to add it inside of one of your Webflow pages. (an iframe is like a window showing another site).
The good way to do thing would be to use a web gallery that allows you to embed the full gallery in a nice way. If you have Adobe CC, then you could use Lightroom CC. On the web version of LR CC there’s a way to share complete galleries, with many sharing options, including an embed. With such an embed code, all you need to do is copy and paste it inside of a custom code component in a Webflow page.