I'm not 100% about this... But I'm pretty sure that snakes don't create Vitamin D in their skin from the sun the same way humans do, which is what I think you're referring to. In fact if they did captivity period would probably be pretty miserable for them.
Edit: I did a few minutes of research and it looks like they can synthesize it from UV light, but even if they're not exposed to it, they can get it from their prey.