Wether your power drives the said load, depend purely on what the load consumes. When you use a 9Vpp3 battery, you may use LM7805 which will drop the 9 volts to 5V and then drive all mentioned except the motor. I am not sure about its consumption. Any how running the motor and microcontroller on the same supply is nor recommended.
Cheers
If you use 9V battery it is better using 7805 IC since it will consume a constant current about 5 mA. Using a zener will likely need much more than 5mA if the load current may change a lot.
I guess the current of the 3V DC motor is much higher than of LM358 (about 2mA) and the MCU (about 10 to 20mA, it depends on the crystal frequency). It is better using 5V battery pack than 9V to have a longer battery life for the same volume.
It might be better to use a simple DC/DC converter to generate the +3V and the +5V from the 9V battery with less loss and longer battery live time. It is also usefull to make sure that the DC-motor start/stop current does not influence the MCU power supply. Here is one example for such a kind of DC/DC converter with supply for analog parts and digital supply in one iC: iC-Haus Homepage - product: iC-DC .