Please, can you explain why i need capacitors to input
To lower the impedance of the voltage source to prevent oscillation of the regulator.
1.0mF will be ok?
For those parts you linked to then yes. But only if the part is actually made by the same manufacturer who wrote the data sheet.
but i need to power an 23k256 too, that work with 3v3. How i can lower voltage to 3v3?
You use a voltage regulator designed to give you a 3V3 output.
That part is an SPI device so you will have to lower the drive voltage from the arduino. What I have used for this is a 74LS07 open collector buffer. You get 6 in on IC package, the inputs come from the arduino and the outputs to the SRAM with a 1K8 or so pull up resistor to the SRAM's 3V3 supply. The output of this chip can be fed straight into the arduino.