The caps are to stabilize the ripples in the circuit. The Zener will protect the IC (and transistors.) Anything over 6V, and you need the Zener to clamp the voltage. This is specified in the datasheet as well. That's really the only component you need to worry about when it comes to voltage. The other ones are:
R1, R2, R3 are controlling the amount of current for each LED. The formula is in the datasheet: I = Vref/R (where Vref = 0.6V). The Avago LEDs are 150mA, so you'll need those three resistors to be 4 Ohms. 0.6V/4 Ohms = 0.15A = 150mA. In my case they're 33 Ohms because I'm driving 20mA LEDs with only 18mA: 0.6V/33 = 0.018A = 18mA
R4, R5, and R6 are there to provide sufficient bias to turn the transistors on/off. 22K, 27K, or in my case 33K works just as well.
R7 is there to control the total amount of current flowing to the IC and transistor bases, this is why it changes based on the voltage. Again, this number is derived from the datasheet. For 12V, they suggest a 2K resistor ... I picked 2.2K, so shoot me. 
The transistors are BC848B ... simple NPN transistors, able to operate up to 100MHz.