The 5V pin is a power OUTPUT, you cannot feed power into it. If you have additional circuitry, it can get power from the 5V pin. That way, it can get power from the VIN supply, or from the micro USB socket.
Just be aware that while that circuit you posted is OK for an LED, a little 9V transistor radio battery will not last long powering the Yun - the battery just doesn't have the capacity. I think you'll be lucky to get half an hour of life out of a fully charged fresh battery. Also, while a supply using a 7805 regulator is easy, a linear regulator like that is not very efficient, and will waste a fair bit of energy as heat. Plan on putting a good heat sink on that regulator, especially if you have any additional circuitry besides the Yun.
Switching regulators are more expensive and complicated, but also more efficient and they generate less heat. For example, this one is a drop-in replacement for a 7805, and can be used anywhere you use a 7805 (same pin connections, same size.) I've had good luck using it and a 9-12 VDC wall-wart transformer.