If you use a crystal oscillator, which is a little metal encapsulated device with (usually) 3 or 4 pins, you don't need further capacitors, although it could be decoupled (from the supply pin to ground).
If you use a plain crystal, which is a metal package with 2 pins, you need 2 capacitors.
If you use a ceramic resonator (less precise), you may or may not need further capacitors, as they come in several configurations.
The crystal oscillator is more expensive than a plain crystal, but easier to get working for a beginner.
The crystal oscillator output connects to the µcontrollers OSC_in, while the OSC_out is left unconnected.