The caps are for power “filtering”/“smoothing”/“conditioning”/whatever people call it…
A typical power circuit for a module looks like this :
(PWR_FLAG are KiCAD’s way of telling that’s the point power enter the circuit, they have no physical counterpart)
OK, I still have BAT85 in my schematics… but in real life I put 1N5817 there, they have better specs for this job.
They are for reverse polarity protection.
The 10uF are close to the power connector.
They are a sort of energy reservoir for the whole module. Some people questions their utility as they are a big load (if you have many modules) for the power regulators, and they argue the power regs can do a better job than these caps. I don’t have an opinion on this yet 
I put them in, they are easier to remove if need be than to add if nothing has been planned for them.
The 100nF are as close as possible to each IC, one pair per IC (if it’s only powered with one rail, one 100nF is obviously enough)
They also form a small reservoir per IC, and filter some high frequency noise produced by the IC out.