1uF = 1000 nF
So 0.1 uF is the same as 100nF
This capacitor is for decoupling, a small capacitor is not required but recommended, but it can be 0.1uF , 0.47uF, I think even 1 uF would work. But electrolytic capacitors are not recommended, use ceramic or tantalum capacitors. The 100nF will do.
As for a circuit... no, there's not really any circuit, it's nothing complex. Just a resistor to keep the reset line high and give the pickit the ability to restart your pic chip and that's all.
The resistor doesn't even have to be 10k, it just has to be a reasonable value, the guide says 4.7-10k.
See Pickit 3 user guide :

The wires are numbered from 1 to 5, 1 is the pin marked on the pickit 3. The black triangles go to the input voltage that you use to power the chip (up to about 5.5v). AVdd and Avss are only required on some controllers.
If you want to use that 0.1uF capacitor, you connect it between Vdd and Vss , as close as possible to those pins - that's what it's also drawn in that schematic you linked: you can see it's between V and ground , and pin 1 (Vdd) is connected to V and pin 20 (Vss) is connected to ground.
If you use a linear regulator to power the microcontroller and it's very close to the breadboard (centimeters) you don't need this capacitor, but generally doesn't hurt to have it on the breadboard.
You can see the official connection guide doesn't even mention that capacitor, it's just a good practice to use one with any IC