That's a really cooked up circuit you found there, there are some serious questions with answers that don't respond to what people want to hear.
On the 5v, why are there 3 capacitors? they will smooth out any AC, polarized is usually used for that, and they will charge up and give some more energy to the amp but the 0.1uF will do diddily squat when the other two are there, it would be better to use a 330uF then 3 with the combined value of 267.1uF....
The electrical symbol for the speaker is just what? combining the symbols of a speaker and a crystal! is it a piezo speaker?
Caps in the signal line will not higher the volume, the one closest to the speaker will make it high pass, exact crossover frequency would depend on the impendance of the speaker vs capacitor value.
The other capacitor (in parallel) would make it lowpass (before the high pass) making everything become midpass or... no pass, to add it up the resistor there would make that capacitor become a impedance rise compensation circuit.... so that the impedance would be flatten out at the capacitors crossover frequency.