Do i need capacitors

Grumpy_Mike:

maybe i should add a bypass capacitor on the 5V output ?

You should have a capacitor on each of your three modules, as close to the module as possible.

Mike really thanks for replying again.. So one capacitor in each module, electrolytic or ceramic and what capacity?
Also Paul said that PWM won't work if i use a capacitor ..why?

Here is a really quick diagram of the wiring, please let me know if i did something wrong to the bypass capacitors..