The IGBTs will either be 3-pin components (6 of them - like in the picture you linked to), or a single module containing all 6. Either way they'll attached to the main heatsink as they are the components that switch the power through the motor, so have the highest losses in the driver. I don't think you can see them in your images, as they're probably on the lower PCB.

Yes - the capacitors are connected to the DC bus so if you can get to both pins of a capacitor, that's the same thing. They seem to have missed out one capacitor on the top PCB (the big circle), so you can connect your meter to those pads. The capacitors say 400V on them, so they will all be in parallel.

The 3-pin component in the 2nd picture is some sort of MOSFET to make a switching power supply - it's probably connected to the yellow inductor to derive the logic supply from the DC-bus.