Can these power supplies, Caps and Regulators work with PCB design as real project?

[MarkT]

@neveregret

• Raspberry Pi Pico needs 5 V, 0.5 A so I will use 7805 voltage regulator (with 330 nF and 100 nF polyester capacitor )or (330nf and 100 nf ceramic caps).

Ceramic, not film caps, they need to be low inductance.

• I will supply ESP01. ESP01 needs 3.3 V and 180 mA, so I will use LD1117 (5V to 3.3V regulator) with (22 μF electrolytic capacitor).
• I need to supply 5 V HX711, 0.5 A so I will use 7805 Voltage regulator.

The HX711 uses about 1mA, plus whatever the strain-gauges need - should be well below 0.5A so power dissipation in the regulator is unlikely to be problematic.

• I am using two steppers, NEMA and two stepper driver TB6600. I couldn't find Pico connection but simply like Arduino. (In school J2 and J3). Nema steppers only takes 5v from Pico's GIPO pin.

Make sure to common grounds between 5V and the steppers' power supply. You mean the stepper driver takes 5V, not the motors themselves. NEMA is purely a motor size code, nothing to do with being a stepper or not.