RTFM.
Most datasheets will tell you what you need for the device, the PIC datasheet has some good application examples with component values for the surrounding peripheral, standard rule of thumb I go by, 100nF on VDD/AVDD pins to the associated GND pins, there are other scenarios where you might want to add a 10nF or a bulk capacitor to a supply, I always make sure that the smallest value is nearest the power pins on the IC.