If you are using the surface mount type on stripboard/veroboard you will probably have to cut some tracks as the spacing is different and the pins could short.
A capacitor between 3.3V and 0V is always good practice no matter what the source to ensure any current spikes required by the module are well catered for. I normally use a 220uF 6.3V SMD flat type which can also be neatly mounted directly on the module if required.
Capacitor on the input side is not really needed if source is a battery and the wires are kept short.
If mounting regulator on a board with isolated holes on a 0.1" pitch one can mount the regulator at an angle to get it connected.