Brown film caps are non-polar, as is the yellow cap.
One of the two + lugs on the dc jack (innermost) is for the battery, it is disconnected when the barrel of a dc jack is inserted, so the battery and power supply aren't on together.
If you've got the led illuminating you're getting power to the board, so it's safe to assume that the dc jack is wired ok.
The soldering on the stomp switch is poor. Reflow it and try to get smooth shiny joints. The centre lug is the effect board input wire, and that joint looks particularly suspect.
It's good practice to trim the component leads on the back of the board as flush as possible too.
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