All of these things need to be sent in for the typical college application to be complete. The other day I had a student ask in what order they needed to submit each of these items. The answer is “it doesn’t matter.”
Colleges start a file on a student when they first receive any part of the application. It doesn’t matter which part they receive first. However, most colleges won’t consider an application until all parts are in the file. So, make sure that all parts of the application are submitted to the college before the application deadline.
Some colleges do want you to submit the application before the supplement but those that care will let you know in the application instructions. The rest of the parts to the application can be submitted at any time before the deadline.