C1, C2 and C4 are decoupling capacitors, we recommend using them. Their role is to get rid of noise on the input signal.
They aren't present in the MAX14661 IC datasheet's block diagrams as these diagrams are intended to give a high level overview of how you would use this part for certain applications. They are not intended to be exact references when designing and therefore components such as decoupling capacitors would be left out.