In electronics, capacitors are really useful to remove “electronics noise” on your circuit. They are call decoupling capacitors. Please open page 19 of the datasheet and read the paragraph.
A 1 μF tantalum capacitor (CS) at VS and a 0.1 μF ceramic capacitor (CIO) at VDD I/O placed close to the ADXL345 supply pins is used for testing and is recommended to adequately decouple the accelerometer from noise on the power supply.
Sparkfun followed the recommendations of the datasheet.
