Please help me read this Schematic Diagram
They are not poorly described.

All capacitors need to be put from the VCC to GND directly (this will not cause a shortcut).

The left 3 are related to the motor; as it uses a lot of current, it can take the current from the capacitors instead of flowing all the way to the power supply, causing problems of a voltage reduction that can cause other components to fail (temporarily).

The middle two are for the ultrasonic sensor as it also uses some current.
0.1 uF capacitors (the one for the ultrasonic sensor) is typically used for ICs and are called bypass capacitors. These needs to be placed as close as the VCC of the IC (in this case ultrasonic as possible).

And the right two for the power supply itself to remove noise/ripple.

For all capacitors, place them close to where the power is needed (for the motor/ultrasonic) and for the power supply close to the VCC input.

EDIT

Below I added the capacitors for the motor, sorry for using MS paint, having no better option right now. I assume the two red wires from the L293D other than going to the breadboard are the 9V lines (VDD).

Also don't put the capacitors in the same pin as the L293D IC pins, but I didn't want to obfuscate the picture. This might destroy your breadboard or IC pins as there is too less space for both.