If you live in the north you cannot get enough sunlight during the winter to make adequate vitamin D, so supplements are needed. Some calcium supplements also come with vitamin D in them. Magnesium is also important for bone strength. If you obtain calcium from foods, those usually contain magnesium as well. Grains, leafy green vegetables, etc., also contain magnesium and other important minerals.
Some calcium supplements come with vitamin D and magnesium.
Ask your pharmacist if any doubts. Calcium is better absorbed if taken with food, but it may actually impede the absorption of iron and other minerals by decreasing stomach acid. For this reason it is best to get calcium from food sources whenever possible. In addition, calcium should not be taken with thyroid supplements - if you take thyroid hormone supplements keep several hours between that and your calcium. There can be negative consequences of taking too much calcium - specifically, it may lower absorption of other minerals.