To find out which files have been created as an export result, you can use the option LL_OPTIONSTR_EXPORTFILELIST. If you query this option using LlGetOptionString() after LlPrintEnd(), the result will be a semicolon-separated list of all files (including path) generated by List & Label. In the case of an HTML export, the result would be a list of all HTML and JPEG files and in the case of a print to preview, the result would be a single LL preview file.
The files created by the export will not be deleted automatically and should be deleted by your application.