Several active devices in proteus have hidden power pins. To access them right click on the component you are interested in and click edit properties. In the window that opens there is a hidden pins button, click it and you will see the names of the hidden pins and the power nets they are connected to.
The VDD and VSS nets represent power rails of the design and are already assigned to 5v and 0v(GND) respectively.
You can see the project power rails from design -> configure power rails menu
One way to do what you want is to disconnect the VDD net from the VCC/VDD net (from the power rails screen shown above), and then connect VDD to the output of the regulator using a terminal. Note that this will effect any device on the schematic that uses the VDD net, not just the PIC.
The alternative, which can limit the change effect to the PIC only, is to create a new net (e.g VDD5 or any other name you like), connect the hidden PIC VDD pin to it (from the hidden pins button of PIC), and also connect the same net to the regulator output using a terminal.
To do what I describe, place a terminal as shown below, then right click it and select properties, from there assign VDD5 to it and click OK.
Then open the hidden pins screen of PIC and next to pin VDD write VDD5.
Finally connect the VDD5 terminal to the output of the regulator.