Just press the shortcut in VSE, and the strip will appear.

If you didn't choose a directory before, a file dialog will appear to choose a folder.

Prerequisites:

In order to work properly...

- the newest file in that folder has to be one of the images which should be rendered

- the name of the files have to be "anything"+"number" + ".png"/".jpg" which is "normally" the case if you render an image sequence with Blender