Yes, this is true. You dont have to take them as some of these vitamins are found in food but it could be helpful for your body to utilize the protein you are giving it. I believe that Zinc, B vitamins and vitamin C are important and necessary for proper protein synthesis/absorption. Im sure there are others...I am not sure what they are. Plus, a multi vitamin will aid in numerous other processes within the body.
VITAMIN B-6 (Pyridoxine) required for protein, red blood cell metabolism, nervous and immune systems and to manufacture hemoglobin. Helps convert stored carbohydrates to glucose to maintain normal blood sugar levels when caloric intake is low.
VITAMIN C (Ascorbic Acid) powerful antioxidant protecting DNA, membrane lipids and proteins. Essential for healthy teeth, gums and bones. Helps heal wounds and form scar tissue. Prevents scurvy, builds infection resistance, aids in prevention and treatment of common cold, strengthens blood vessels, aids in iron absorption and is required for the synthesis of collagen.
ZINC is necessary for protein synthesis and wound healing. It is also needed for the development of the reproductive organs and prostate functions, and is important for bone development. It is part of insulin and other important enzymes that help fight and prevent the formation of free radicals. | 
