Paul refers to the entire Old Testament as the law (see also 1 Corinthians 9:8, 9; 14:21, 34; Galatians 4:21).
The Jews, who received the Scriptures, were those to whom God gave the law (literally, those in the law).
How can Paul conclude that the whole world [is] held accountable to God based on Old Testament evidence that Jews are sinful? He uses a common Jewish technique of argument, reasoning from the greater idea to the lesser. The law shows that the Jews, the people God chose, are accountable. So, the non-Jews (Gentiles), who did not receive God's instruction, are even more accountable.