Where do "they" get the vitamins to make vitamin tablets?

Do they grind up bones or rocks or something? What’s the source?

I think it depends on the exact brand of vitamin you are looking at. Some manufacturers use natural ingredients (and charge more for them), while others use synthetic vitamins. As an example, bone meal - essentially “ground up bones” - is in fact sold as a supplement, but has fallen out of favor (see http://www.pdrhealth.com/drug_info/nmdrugprofiles/nutsupdrugs/bon_0038.shtml). Vitamin C can be obtained from rosehips and vitamin E can be extracted from various naturally-occuring oils; if you search though that PDRHealth site you can find out the natural sources of other vitamins as well. However, I’m pretty sure most vitamins can also be synthesized in the laboratory. I would imagine this is how most commercial vitamin manufacturers make their products.