How can i add voltage regulator to unregulated DC adaptor?
The low value ceramic capacitor such as 0.33uF or 0.1uF are normally needed to be placed as near as possible to the power inputs of Integrated circuit only if the main smoothing capacitor is significantly far from the IC.

The distance of about 6 inch can be considered far in most cases. So if the main electrolyte capacitor is very near like almost adjacent to your 78xx i.c the decoupling ceramic capacitor can be redundant. 

The purpose of the ceramic capacitor is to decouple high frequency noise into the local ground so that it won't cause any harm to operations of the chip in the 78xx. The capacitor does this by creating low impedance path to high frequency noise and effectively shorting it out.