1st one must follow the datasheet Test methods for proper noise measurement.
C1,C2 supplement the ripple rejection to meet specs under the conditions given.
C3 and R1 present a 500 Ohm load impedance with R2 (50 Ohm) to reduce the level 10:1.
T1 is a common-mode choke made of 3 turns of coax cable thru a ferrite torroid to raise the CM "Transfer Impedance" of coax where some types are better at shielding UHF better than others.
Then Output Ripple Reduction guidelines are also stated in the datasheet about ESR.
Note that "general purpose" electrolytic caps have an ESR *C time constant in the range of 200us which is far too high while low ESR caps are in the 1us range.
To reduce noise above this BW of 350kHz which is well above the regulator loop regulator bandwidth, one must use film or low ESR type ceramic SMD caps with rated ESR or S parameters and again not cheap no-spec any old ceramic caps.
Parameters of importance in traces, capacitors and inductive power leads are all derived from low ratios of path length to width ratio or L/W ratio. This is in order to reduce series inductance or ESL and raise path capacitance to ground.
The RLC Q factor that controls resonant gain from impulse loads is based on the ratio of X(f) /R = Qs and R/X(f)=Qp for series and parallel resonance respectively. Thus very high L/C switched loads require a computed series R to control the Q factor to minimize it without excessive R losses.
Decoupling step loads from the source to reduce ripple requires awareness this RLC equivalent circuit and the step response, the radiation loop area of interference, and load regulation effects on the supply.
The regulator can often only regulate noise up to 50kHz and relies on the brute force low ESR caps to absorb load transients above this frequency.
Final Reminder
Just remember the Test Engineer methods shown above are the best practice needed to ensure error capturing the DC + AC ripple power signals avoid false measurements.
When not readily available even a good 10:1 prove with no ground leads using only tip and ring may do for a start and wrap the coax into a coil with clamshell snap ferrite CM choke will improve accuracy of results with < 20ns rise times.