Not all programs require a supplemental application; the information will be on their website, and most will email you with a reminder that there is a supplemental component after receiving your CASPA. Most supplemental applications include additional essay questions specific to the program. A few that I applied to also required a headshot. Each of them will also charge an additional application fee, so plan to invest more time and money in the supplemental applications after you are done with CASPA.
Once CASPA and your supplemental applications are submitted, keep the email confirmations and track which programs you are finished applying to. Find a system that works for you to track all the required components for each program and check them off as you send them off. When all of that is done, be patient as you wait for the next step: interviews!