Also, if I power the arduino Uno with 9V battery and the jack, can I use the 5V regulated pin to power components ...
Yes, as long as your components don't use too much current and overload the regulator on the UNO.
... like LED?
You could power an LED from here but that would not be a good choice since LEDs do not need a regulated voltage (or a regulated current). They need a specified amount of current but even large variations in that current (as long as they are within the allowable range) do not produce large changes in the perceived brightness of the LED.
Don