They are diodes, not capacitors. They allow the keyboard to detect all keypresses and combinations, which gives it NKRO.
In the picture is a through-hole diode. The ergodox can use either that or a surface mount one.
You can put diodes in the switches. Make sure that the black line on the diode is closest to the square pad. This is true for both hands. The left side is "reversed", but all the diodes, no matter what side, the square pad and the line are closest.
If you are not wanting to open all the switches and put diodes in them (it's a pain, I've done it) I recommend soldering them "in front" of the switch. It's easiest to do it on the "back" side of the PCB (so the teensy and stuff are on the other side. If you do this (very important) then you must clip the diode legs very short and solder them from the proper side, otherwise you will have a problem with your plate not fitting (in the case of a thick plate like the massdrop kits have.)
I have a picture of this on my GH36, uploading now.
oh and if you post a pic of the work you have already done, I will look it over for any inaccuracies.
edit: as I thought the falbatech plate is steel or aluminium. In either case you don't have to worry so much about diode fitment like you do on a pmma plate.
So here's the picture. Notice how the component and solder are on the same side:
and the top: everything is cut flush so nothing sticks up to interfere with the switches and stabilizers
You can see the stabilizers. Switches go on this side.
In your case you can put the diodes on either side but I recommend putting them on the opposite side as the switches. If they are under the mounting plate and you need to fix one it is a lot harder.