Judging from the location on the board and the marking H2, it's a Zener diode, to protect the 12 volt rail from overvoltage. The value would be something a little above 12 volts.
I'm not quite sure about the package. Maybe SOD-323 or SOD-523.
It all depend of how much current you gonna draw and how much ripple is acceptable for your application.
Larger is the capacitor, lowest is the ripple, but be careful as some regulators cannot drive large capacitive loads, although 100uF on this particular device should work fine.
The datasheet shows a 22uF capacitor at the ouput on the "typical application" section and usually it's good to follow this.
For SMD components more specifically and the types,
You can use any cap size in SMD as long as the rated voltage and rated capacity suits your need.
Some caps are better at filtering, like Ceramic capacitor will have faster response and longer lifetime than electrolytic. It is quite common, especially in buck conversion, to see a ceramic capacitor before an electrolytic capacitor. The ceramic will take out most of the ripple while the electrolytic will act as bulk cap, this enhance lifetime.
There are different types of ceramic capacitors, like X5R, X7R some of which will be better at filtering due faster response, lower serial resistance.
Although in your case, you probably don't need to worry about it and a simple off the shelve cap will work.
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Best Answer
The SMD capacitor and inductor seems to be same in physical appearance. It difficult to what it is ,just by seeing it.
Use a multi-meter to test it.Put to continuity and touch the two leads of the component.If you see first continuity and slowly goes to open circuit,it'll be capacitor.If it shows resistance value,so it's a resistor with that value.If you see resistance less than 2.0 Ohm(at the maximum),then it'll be a diode.If it reads closed circuit,then it'll a inductor.
Mostly in resistor a value was already written in it.But I don't know that symbol near 11.
Hope this method will help to figure it ,what it is.