The voltage markings on the capacitors is the maximum voltage they can take. Apply higher voltage and they will get hot, start to leak or even explode!
The x uF (microfarad) markings tells you how much energy they can store. The more energy, the less voltage ripple you will get from your power supply (if that's where they are used). Capacitors have many different uses; it's not always better to have a higher F (farad) value.