How to add a power-on led in whis circuit?
You can connect (as in your recently edits) the Resistor + LED, between pin 6 and 3 of your DPDT switch.

As pointed out in the comment, you should consider using a high-efficiency LED and a larger resistor value (e.g. 2700 Ohm) so that the current will be about 10mA, instead of 20mA. You might find that even larger resistors will give you a decent luminosity.

Like any other converters, DC1 is able to source from the positive output and sink to the negative.