If a PIC MCU provides multiple Vdd/Vss should you provide power to them all?
Each Vdd and Vss pin (and AVdd and AVss, if present) must be connected, and each pair should be decoupled. Multiple supply pins with their own decoupling ensure that different parts of the chip receive a clean low-impedance supply, which wouldn't be the case if the supply was distributed inside the chip itself.

For decoupling to be effective, the connections to the pins should be short with wide tracks to minimise inductance. The supply track should go to the capacitor and then to the pin, just putting the capacitor on stubs with the supply and ground going to the pins first isn't a good idea.