Usually it's any capacitors that are coupled directly to the output of the power supply, in this case it would be only the capacitors on the Vregs and connector (so ~5uf). The voltage regulators act as an impedance buffer so the supply doesn't really 'see' the capacitance of the rest of the circuit.
One of the factors is inrush current and the other is power supply stability. Sometimes even using an inductor or resistor in-between the supply and a capacitiive load will reduce the inrush current to be a non factor.
In this case, with the 4.7Ohm resistor, I don't think I'd factor that in to the power supply rating. Even if you did factor them in, you are still very far under the max rating so connecting them directly, you would be fine.