Renan,
There are two places where people will typically add a capacitor to the CAN bus. I am going to refference the image from this E2E post. This is also a good E2E post to look at if you want to see what values for these caps you should use.
This image does say SN64HVD23x but these components can be added to any CAN bus. The first Capacitor C7 is a the split capacitor if you are using split termination. This is where you split your 120 ohm termination resistor and use two 60 ohm resistors in series. This capacitor helps to filter any noise on your common mode voltage. It creates a low pass filter with the other resistors and this helps reduce electromagnetic emissions. We have this great E2E post that goes over any questions you may have when designing this split termination circuit.
The second capacitors you can add to your CAN bus are the additional filtering caps C8 and C9. Where your split termination cap helps to reduce the electromagnetic noise that your CAN bus emits into the environment, these filtering caps help reduce the noise that your CAN bus receives from the environment.
I hope this makes sense and if you have any additional questions let me know.
Best,
Chris
