Review and question about AD9838 circuit
1: the capacitor circled in red is optional, that is why there is a jumper link there. According to page 7 in the pin description tables:

"The regulator requires a decoupling capacitor of 100 nF typical, which is 
connected from CAP/2.5V to DGND"

Therefore, just use the 100nf cap. 

2: AS before, in the pin function table page 8 the COMP pin needs that cap because:
"DAC Bias Pin. This pin is used for decoupling the DAC bias voltage"

3: The two blue capacitors on the IOUT pins are usually not loaded, as the schematic suggests "DNI" or "DNL" means do not load (its not normal to have it there). If you had a mostly DC output and there is high frequency noise issues on the output, i guess you could put those there to give a cleaner output.

4: The yellow power supply AVDD and DVDD are indeed power supply decoupling capacitors. You should place these on PCB close to the IC pins associated with those supply rails. C6 and C7 should be placed as close as possible to Pin 2 of the IC. C8 and C9 should be placed as close as possible to Pin 1 of the IC. 

5: In the schematic of the datasheet at the end, the one that you have referenced and blocked out some parts - there is a clock generator IC, or an optional CLK input pin. This means the chip doesnt actually have a proper crystal driver inside. You cannot therefore give it a crystal with load caps (usually in the 18-33pF range) because it cannot drive the signal itself. You must supply it with an externally generated clock signal. Description for Pin 5 (MCLK) is as follows:

"Digital Clock Input. DDS output frequencies are expressed as a binary fraction of the frequency of MCLK. The output frequency accuracy and phase noise are determined by this clock."

So you must give it a proper clock, not a crystal (analog style clock i supposed you could consider a crystal)

6: good luck mate! Following the evaluation board schematic is a safe bet. Any other questions, don't hesitate to ask.