The U-turn is formed by the vertical branch from the fork in the river. The river bends to the right, and then leads into a tile with a bridge over the river. Strictly speaking, the tile with the bend should not have been placed there, as that leads to difficulties with the next tile(s). In fact, the only tile which could possibly fit is the one which is shown, the tile with the bridge. If the player who drew that tile chose to place it elsewhere, then that branch of the river could not possibly be finished, and the river would have to be built again from scratch.
The tile after the branch could not have been placed with the bend facing left, since that could lead to problems with placement against the spring tile.
The fact that no actual problem exists in the layout here - presumably because the layout is artificial - doesn't mean that it isn't illegal.
Good discussions of the U-turn rule:
-
http://www.boardgamegeek.com/thread/65530 -
http://www.boardgamegeek.com/article/751517
Otherwise, a nice shot!