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I have just started a new campaign with three new players. One has some experience in DnD 5e. One is new to 5e, learning through playing Balder's Gate. The third has no RPG experience at all. They have all said they have interest in The Lord of the Rings, at least through movies more so than books.

My problem is that they cannot seen to grasp the ideal of heroes in Tolkien's world. They keep leaning toward being shady and greedy, even though I have explained money is not a driving force in this game. And the newbie player doesn't recognize a difference between pipe-weed and pot and seems to be turning his character into an addict. I have explained about shadow point accumulation and the consequences. I have explained about the case that there can be no "evil" player characters. They do not seem to be greatly concerned.

In standard DnD, as a DM I would just adjust the campaign to accommodate amoral or even evil PCs. This cannot work in LotRR. Advice?

If your players continue on this path, I say let them reap what they've sown. They need to experience the consequences of their actions. On the other hand, maybe this just isn't the game for them.

That's a difficult situation. Enjoying the game is important for you too, not just the players.
Like Otaku said, this may be the wrong game for them, but here are some things I would try.

If they are being shady and greedy, provide an opportunity to make that behaviour very public in a place like Bree. Then when Barliman won't serve them at the pony anymore perhaps they will get the message.
One way to demonstrate that gold is useless is to give them some and let them try to spend it. No one will accept payment in gold in my games - it's like trying to spend a hundred dollar bill at 7-11. There aren't any banks where you could change a gold coin so for most things it is useless. The hoards I dole out are always in silver and copper.
Dwarves have gold, but if they try to pay Dwarves with gold, they should be asked "where did you get all this dwarven coin?" and now Dwarves won't deal with them either.
If they flaunt their money they should get robbed.
Don't stint on the shadow points, and soon they won't be able to pass an ability check because they are miserable.

I was running Star in the Mist, and we got to where they found the brigands' stash. They took it after being reminded that it was stolen loot. I saddled them with shadow points. Later when meeting with the dwarves of Narag-Nala, the dwarves told them they could smell the brigandage coming off them, and they were going to execute them. They truthfully claimed they weren't the brigands but had taken their loot for themselves. The dwarves asked "How is that better?" The dwarves then offered them the opportunity to drop the gold in the ravine and earn some redemption (as they were trying to redeem themselves). All three agreed, and I was going to reduce the shadow points, but they all tried sleight of hand to palm some of the gold, so I hit them with more shadow for oathbreaking.

It would have been a cool move in DnD. This really illustrates the difference in style.

One was playing a Warden, so I asked him "What would Aragorn do?". He tried to keep the gold, which tells me he didn't really know what Aragorn would do. The one playing a Hobbit Messenger kept trying to do Insight checks with advantage every few minutes by smoking constantly. The third is a Dwarf Champion who wanted to keep the Crown of Hadirion even though he had promised it to both Bilbo (his patron) and the Narag-Nala dwarves, and knew it was a curse crafted by the Witch-King himself. Luckily, the others encouraged him not to put it on.

Well you do have your work cut out for you.
In my campaign the brigands at the star of the mist are connected to the Black Numenorians in the Ruins of Eriador. If it were me, the players would now have every step hounded by Crebain, and a large troop of Numenorians would be paying them a visit when they make camp at night for a little payback. But that's just me.

This was a long conversation I had with my players before I started this game. I have played several games with my players and I am currently running Strahd with this group. From my main group I hand picked several that fit the story. I have had long conversations with the group that this game is different. I told them that they don’t have to be heroes but there will be consequences for certain actions. I encourage them to roleplay with shadow points and dark situations. Best case have a conversation with them that this game is just different and if they can’t understand that then it’s probably not the game for them. Oh and I told all my pc’s that pvp against evil characters isn’t bad.

I have just started a new campaign with three new players. One has some experience in DnD 5e. One is new to 5e, learning through playing Balder's Gate. The third has no RPG experience at all. They have all said they have interest in The Lord of the Rings, at least through movies more so than books.

My problem is that they cannot seen to grasp the ideal of heroes in Tolkien's world. They keep leaning toward being shady and greedy, even though I have explained money is not a driving force in this game. And the newbie player doesn't recognize a difference between pipe-weed and pot and seems to be turning his character into an addict. I have explained about shadow point accumulation and the consequences. I have explained about the case that there can be no "evil" player characters. They do not seem to be greatly concerned.

In standard DnD, as a DM I would just adjust the campaign to accommodate amoral or even evil PCs. This cannot work in LotRR. Advice?

You have warned them, in and out of game I guess, hit them with consequences (Shadow Points and madness should be enough at first, but they will soon build a reputation, I guess).
Try to be as fair as possible so that it's clear you are slamming them on a whim.
Make sure they are having fun nonetheless.
Ultimately I guess this may not be the game for them?
Forbidden Lands with its shades-of-grey-morality might be more their thing.

Curiously last weekend I started my first LOTR 5E game as a player.

I read all the background I could, called my character with an elvish name, etc. so my character resembles as much as possible as an elf. My companions, on the contrary, did it on a different way. As always: characters with no background, names with a lot of pun intended so they could sound funny or (better said) comical... During the game, they play looking for gags. In a way, it's not Tolkien-esque at all.

I usually play as a DM and after a exhausting Forbidden Lands campaign, I was hungry to play as a character.

And was it boring? Not at all. I loved the first session!

I realized that trying to set Lord of the Rings in present days is really difficult, with no evil or good but a lot of gray, we can get used more easily to a "Game of Thrones" setting than in a LOTR one; so I go with all the setting flaws which could have the last session, I let it go and keep playing and it was really funny.

I only would have this in mind for players who trespass a red line:

There are Shadow points for those players who play like a “bad” dude. They have impact not only in the character but in the company too since each shadow point means more awareness from the Eye.

So they can sack corpses or they can kill innocent peasants (they can do it) but that will be one step more into Shadow. And… even with that reminder in mind it could be possible that they could play “neutral” (like people from Tharbad, for example).

Lord of the Rings Online (LOTRO) has some content that let's the player role-play a bad guy. It's an old game now, but that side of the world, i.e. CREEPS (Evil Characters) vs FREEPS (Free Peoples) was extremely popular back in the day. Maybe Free League should put out a supplement that covers role-playing from the Brigand Camp side of things- another kickstarter anyone?

I was toying with the idea of writing a roleplay primer for LotR. It would be intended for players unfamiliar with Tolkien. Players more used to Conan, Elric, GoT, etc. should learn how to adapt to a setting where good and evil are absolutes, not shades of grey. Many people have never read the books, and some have never even seen the films. How this could be in the RPG community, I do not know, but there it is.