If your diet is poor, then a good multivitamin supplement will probably help your immune system, but if you have a healthy and varied diet, you should be getting everything you need already.
Whether you get a lot of colds or not is mostly down to the places where you spend a lot of time and how many people you come into contact with. When I drove buses, I'd spend most of the winter with a cold - they'd just come one after another - but when I left that job and started working from home, the colds stopped.