The molecule above is one of the group of molecules collectively known as vitamin-D. Such molecules are aggressively marketed (i.e. hawked!) by the nutraceutical and food supplement industries, based on the fact that people who are severely deficient in vitamin-D, to the point of exhibiting bone weakness, also have depressed immune systems. Fortunately vitamin-D does little harm and arguably provides some benefits (see for example the nice write up provided by the Linus Pauling Institute). So, as is often the case, the nutraceutical business activity does little harm.
Industrially cholecalciferol is manufactured through the irradiation of 7-dehydrocholesterol, extracted from lanolin, with ultraviolet light. The lanolin itself is extracted from the grease in sheep wool, or from cow or pig skins. Fortunately, these sources are widely produced materials, so the price of the complex vitamin-D molecules, like cholecalciferol, are relatively low. Interesting, cholecalciferol finds a less 'healthful', or expensive, application as an additive to rat poison. For rodents, cholecalciferol increases the toxicity of anticoagulents like warfarins, which cause poisoned rats to bleed to death internally.
Two facts to keep in mind when you next purchase multivitamins: The vitamin-D component, as likely as not, was extracted from an animal skin; and rat poison was the other possible product that the cholecalciferol could have been used in.