Here is a schematic of the Arduino Micro showing the IR receiver connected to pin 11. We also have 2 NeoPixels wired together wired to pin 6. Be sure to connect to the input side of the first NeoPixel and connect its output to the input of the second NeoPixel. All three devices have +5v and Gnd lines connected to them. The image shows the underneath side of the Arduino Micro because in this instance, it will be easier to wire everything up from the underneath side.
Here is a photo of the unit assembled. We placed a piece of double stick tape on the back of the Arduino Micro and placed the parts on the tape. The wires are solid uninsulated wires so you have to be very careful that they do not short out one another or to the Arduino Micro itself. Ultimately you might want to wrap electrical tape around the entire package leaving holes for the IR receiver and the NeoPixels. Or perhaps you might encase the entire assembly in sugru putty.
Because the Leonardo and Yun also use the ATmega32u4 processor, they will work identically to the Arduino Micro. You would wire the receiver to pin 11. The NeoPixel signal wire to pin 6. Also run power and ground to all the devices. Although the Leonardo is shown below, the Yun pinouts are the same as the Leonardo.