Why do we need capacitors for nrf24 radio modules?

I mean I know it helps them work more stable, but in this case exactly what do they do? In a few writing I have seen people who used both a 0.1uF ceramic capacitor and a 10-100 uF electrolitic capacitor. Do you really need both?
What does one do and what does the other?

Thank you.

The 0.1uF cap is to bypass higher frequency noise to ground. The 10-100uF cap acts as a current bank. it will help to supply the extra current required while the radio transmits. The 10-100uF cap is often (but not always) enough to make up for a weak 3.3V regulator's lack of current capability. For my rf24 projects, I always give the radio its own 3.3V regulator. There are prebuilt adapter modules available with the power supply on board.

Robin2's simple rf24 tutorial may have information of interest.

Without high speed decoupling no logic chip is guaranteed to work reliably. The stray inductance between the
chip and the power supply is very significant at the timescales logic signals switch in (nanoseconds).
A decoupling cap provides the supply current in those first few nanoseconds where the supply wiring looks
like 100’s or even 1000’s of ohms. For logic usually a 100nF cap on every supply pin (within a few mm of the
pin) is enough. This is not really to do with “noise”.

With other analog circuitry decoupling does serve to reduce noise (typically put onto the supply by the
logic chips in fact!). A range of values is needed to cover a broad spectrum of frequencies as large capacitors
have low self-resonant frequencies, but are needed for low frequency decoupling.

With RF amplifiers good decoupling is essential to prevent parasitic oscillations, as its working at frequencies
where circuit behaviour is dominated by parasitic capacitance and inductance (unless transmission lines are used
like stripline or microstrip).

Where decoupling and parasitics are most crucial the datasheet will show the pcb layout to use - always follow this.