First off you need capacitors from input to ground on both regulators.
But when I measure the voltage between the two outputs O I note 10v, it's right?
Yes that is right. One probe is at -5V the other is at +5V so the potential difference between the two probes is 10V.
do I need to use the output of LM78L05 and the gnd of LM79L05.
Yes.
Small 9V batteries are rubbish for powering arduinos, they don't last long.