Yes, you should have a 0.1uF from each part's VCC pin to ground.This helps with damping switching noise on signal lines, and also acts as source of localized current as the logic within the chip switches.I'm not seeign 3mm LEDs clearly in the picture.
Also some pins of the Circuit Diagram are at the wrong position.
Nowhere in the data sheet do they that say you should add passive parts to the "signal" lines on the 74x595
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