LM78L05 and LM79L05 supply arduino

Please, can you explain why i need capacitors to input?

Yes, read the datasheets for the parts. They tell you what is proper.

How i can lower voltage to 3v3?

First off, many but not all standard-size Arduino boards have a 3.3V v.reg on board.
You can add your own on other boards, but the zener idea may work.

Secondly, if you have an Arduino board that runs at 3.3V rather than 5V, you can
probably power it off a 5V regulator ok. However, you'll be running a bit close on loading
with powering from a 78L05, which can deliver only 100-mA. Would be better to use
a 7805 v.reg, ie 1 Amp device.

Thirdly, if you have mixed systems of 5V and 3.3V, you will need level-shifters to interface
the 23K256 to 5V I/O pins on an Arduino.

[Edit: I meant to say you can probably supply 5V to the Vin pin of a 3.3V board to power
the 3.3V v.reg on the board].