Yes, 0.1uF/100nF cap on the device power pin is almost always used but you aren't dealing with a device, you're dealing with a module which should already have that bypass cap loaded. By the time you add a bypass cap on your board you are going to be too far away from the ESP8266 chip pin to really filter any noise. The whole point of a bypass cap is to filter noise right before the power enters the chip, adding after the module is close to pointless.
Yes, 0.1uF/100nF cap on the device power pin is almost always used but you aren't dealing with a device, you're dealing with a module which should already have that bypass cap loaded. By the time you add a bypass cap on your board you are going to be too far away from the ESP8266 chip pin to really filter any noise. The whole point of a bypass cap is to filter noise right before the power enters the chip, adding after the module is close to pointless.