If you are bringing some Lord of the Rings figures to play in a standard heroclix game, how do you use epic actions, Are they consider double actions?

No. They are power actions. AFAIK, LotR rules are fully compatible with all Heroclix so you don't need to "convert" anything. Just follow the wording on the card to and the LotR rules to explain how the epic actions work.

As I understand it:

An epic action is similar to a power action with the following exceptions

1) the game being played must be between 400 and 1000 pts (if the game is 300 pts then no epic actions if the game is 1100 pts then no epic actions)
2) While it does give a character an action token, it does not count toward your action total for that turn (in a 600 pt game you may us an epic action and you still have 6 actions availble)
3) You may only use one epic action per turn.

My understanding is that LOTR heroclix characters are compatible with regular heroclix characters,but when involving an epic battle which has to be between 400 and 1000 pts. refers only to LOTR scenario battles because the epic rules is on the LOTR rules insert and not on the Heroclix 2011 rules book.

You do not need to play one of those scenarios to have an Epic Battle.

Indeed all it has to be is Golden Age and 400-1000 point battle. Also enjoy the endless hordes that keep coming back.

You've made your views on Horde tokens abudantly clear. Do you have an actual question regarding them?