How you architect this would be entirly up to you, there are no "correct" answers. At the least you need to find some way to map your data objects to LLBLGen objects, and back again.
LLBLGen provides several features that could make this simpler for you. As you have access to the templates used for code generation is usually a simple matter to extend/modify these to generate extra code, for example mapping routines, and possibly even your LLBLGen independent domain objects - depending on how closely they map to the database.
LLBLGen objects are also completly serializable to and from XML - you could use this to assist in translating between our objects and your own.
Matt