D3 is natually synthesized by sunlight, and in the case of in-door enclosures, UV lamps.
Calcium supplements usually already contain D3 to help absorb the calcium, otherwise giving pure calcium is useless.
Depending on the condition and age/size of the animal, dosage and frequency varies. Check out the good websites out there and books on iguana husbandry, you'll need to anyways, to see which method applies to your iguana. Remember, too much of a good thing turns to be a bad thing. So don't go overboard with the calcium and vitamins supplements. If the iguana eats well and is on a good varied diet, supplements can be given 2-3 times a week, again, depending on the animal's age and condition.
But yeah, get a calcium supplement with D3 in it, to help absorb it. The rest will be taken care of by the UV lamps and food.
-IJ