You can make WLW upload images directly via FTP, you can set this up in settings of connection to your blog.
However as long time WLW user myself I would strongly suggest you to try and make sense of media management in WP, even if it seems excessive at moment (it did to me for a long time). Down the road you will very likely come to some things that are much easier done with media library, rather than organized bunch of directly uploaded files.
I know this very well myself, because I am facing need to re-organize and import three years worth of media at my blog. 🙂
PS WLW is fine, but do try writing posts in WP itself. A lot of work went into that part of experience and it is very impressive by now.