In practice, the two sentences might communicate exactly the same idea. In principle, though, they make slightly different claims about what happened when. Let's take a simpler example:
- I enjoyed swimming yesterday.
- I enjoyed having swum yesterday.
Either way, yesterday contained some swimming and some enjoyment. The difference is that the first one means that my enjoyment happened while swimming, and the second that my enjoyment happened after it.
If the salesman "was glad to receive the order," he was glad while receiving it. If he "was glad to have received it," he was glad after receiving it. The distinction is not terribly important because, in this case, both were probably true.
Now, let's sort out questions of time and what's modifying what. There's a little bit of ambiguity in the question (as noted), but the most likely interpretation is that "the day before" modifies "receive." We jump to this conclusion just because the adverbial phrase immediately follows "receive." We're unlikely to interpret the sentence as "The salesman said, the day before, that he was very glad to...", and if that meaning is intended, then that would be a better word order.
But as Barid Baran Acharya notes, this doesn't help us choose a tense for the verb "receive." Let's use the simpler example again:
- I said, yesterday, that I enjoyed swimming.
- I said, yesterday, that I enjoyed having swum.
- I said [an hour ago] that I enjoyed swimming yesterday.
- I said [an hour ago] that I enjoyed having swum yesterday.
All four of these are grammatical. The second two change the day on which I swam (by changing what the adverb "yesterday" modifies), but either past or perfect could be fine, with slightly different meanings.