Building a CNC with external drivers - RAMPS needed?
RAMPS is a board with a pre-made interface. Here is a picture of what it has:


As far as I know, it is mostly used for 3D printer control. There is a rather large community around it, so if something is not working, you can rely on support from others.
Other than that, it really does not do anything special.

Regarding capacitors - they are part of the stepper driver circuit. If you use a driver of your own, it probably already has all the components necessary on board. 

So yes, you are right, the board is for ease of use and "plug-and-play", with all typical interfaces necessary to drive a 3D printer, collected on one PCB.