Arduino Pro Mini (5V) Raw Pin and VCC Pin I am new to the microcontroller world and circuits, so bare with me. I recently bought some 5V arduino pro mini microcontrollers. I have been playing with them and they work fine, I have been powering it from an usb connection.  
Now I want to power the board using a 9V battery, I connected the + to the RAW pin and the Ground to the Ground pin on the Arduino. 
My question is if I can still use the VCC pins? I understand the board has a voltage regulator that from my understanding it brings down the 9V to 5V. I thought this 5 volts were available through the VCC pin but I connected an LED to it and nothing happens.

I have tried this method with an arduino Uno and it works so I dont know why it doesnt work with the Pro Mini.
As others have pointed out, without a current limiting resistor you may have fried the LED. Thus you might need another LED to test with. On a typical LED with a 1.2 forward voltage drop, a 220 ohm resistor will limit current to about 17 mA (i = v/r.)

forward voltage = supply voltage - LED voltage drop
forward voltage  = (5.0 - 1.2) = 3.8

current = 3.8V/220ohms = 17 mA.

Check the specs on your LEDs. 1.2 V forward voltage drop is common on little LEDs. Max current of 20 mA is common as well, but it doesn't pay to go all the way to the max. That's the "do not exceed or you may destroy it" level.