Yes, this type, of course, is a structure with a special connection of lists, since it has a data slot and the following pointer.
One thing I would change is the method insert. IMHO, it is more convenient for this method to take the data type, in this case int, and let the class LinkedListtake on the task of isolating the data structure.
.
void insert(int data) {
while(this->next != 0)
this = this->next;
this->next = new LinkedListNode(data);
}