The story follows a linear path so if you play through it, you don't really get any choice in where you go, so in that sense it is linear.
But at save points you can travel back to previous areas so slightly open, though in most cases you do not need to go back. Mainly its to train, complete unfinished quests, make items or open chests.
But it is mostly linear.
Regards,
Zack
EDIT : Just realised you probably aren't asking about LOTR : Third Age. If you were there is your answer. If you are asking about War in the North... then sorry I do not know.
