can anyone tell why there is caps on the rectifier part or is this just simbolising the internals of the bridge rectifier?
To reduce noise when the diodes switch. It's not absolutely necessary.
Whether they are needed depends on the diodes and application. Some rectifiers have a very fast and hard reverse recovery like a step recovery diode which produces broadband RF spikes at the power line frequency. This varies by type, manufacturer, and even lot but usually occurs with standard recovery rectifiers which are often constructed with a PIN structure like a step recovery diode.
It is a major problem with audio and instrumentation circuits. Solutions to prevent it include adding bypass capacitors directly across the diodes, adding EMI suppression beads in series with the diodes, selecting standard recovery diodes which do not have the problem, and using faster diodes which have a controlled recovery characteristic. Trying to filter the noise at the input and output of the rectifier is a lost cause because it will already be radiating, parasitic capacitance will allow it blow by the filters, and because it will already have become common mode noise through the transformer's primary to secondary capacitance.
I first ran across the problem with some home built 7815, 7915, 7805 power supplies which only had to be powered on to cause problems with audio circuits anywhere in the room and to show up on oscilloscopes. Tests determined that swamping the junction capacitance of the diodes with roughly 10 times the value prevented the interference so that is what I did. Later I noticed capacitors across rectifiers in many service schematics and sometimes EMI suppression beads as well.
Below is the lab power supply schematic that I would emulate from National Semiconductor linear brief 28. Instead of using expensive LM395 integrated power transistors, the power pass element could be replaced with suitable integrated regulators or bare transistors or some combination of the two.