where is Valinor?

[Olorin_TLA]

Valinor was actually seperated from the rest of the world in the 2nd Age.

What happneed is that the Numenoreans, with Sauron's encouragement, tried to invade and conquer Valinor. The minute they set foot on it, Manwe, the head of the Valar, prayed to Eru for aid. Eru destoryed the invasion force, destoryed the enitre island of Numenor as well, and then to settle matters (apparently making up for eons of inactivity with a bit too much zeal!!!) he separated Valinor from the world.
Meaning that only Elves, and the occasional blessed individula, could sial West and reach Valinor, seeing the rest of the round world fall beneath them. EVeryone else would just reach new lands that were created where Valinor had been, and then eventually reach where they'd started again.