I haven't built this myself but I'll have ago anyway.
The caps don't inline as such but they go between + and GND and - and Gnd. The difference between - and GND is that you have a bi-polar or centre-tapped power supply which you'll need for the op-amps. (the TL074 IC is the quad op-amp.) The power connection for those isn't shown on the schematic but they would need to go to the + and - NOT the + and GND. I'm sure others will jump in if I'm wrong here.
- Matt.