Vitamins aren't necessary for people who have a balanced diet, for the most part. A daily multivitamin won't hurt, and anything more than that, you definitely need to talk to a doctor.
Protein is useful for the repair and recovery of muscle, but again, it's not necessary if you get enough protein in your diet.
Whey protein is the dietary equivalent of white flour and carbs. It's highly processed, and isn't necessary to meet your proetin needs. It won't make you lose weight faster, or bulk up, or anything like that. those who drink recovery shakes after bodybuilding find some use in it, but for most of us, it's simply not necessary.
Are you doing any strength training? C25k is good, but without strength training, your fitness program is incomplete, and as much as 25% of your weight loss can come from lean muscle mass. Strength training is essential to preserve lean muscle mass and boost your metabolism for losing inches and boosting overall calorie burn (even at rest!)