In my reading, this study is weak evidence. This was not a randomized, controlled trial, but historical analyses of a natural experiment. In itself, that's not a problem: we can learn a lot from natural experiments. But I don't think this instance is much of an "experiment."
As I understand it, all of the residents (96 in total) of a particular nursing home receive regular Vitamin D supplementation. Of the total residents, 66 got COVID-19. Among that group, they realized that 57 of them had received their Vitamin D supplementation either within a week of being diagnosed with COVID-19, or one month prior. That is the intervention group. The remaining 9 people are the "comparator" group. They found the intervention group had better survivability.
The main three reasons I consider this study weak evidence is that the number of people in the "comparator" group is very small (9!), and they - as far as I can tell - do not explain why these people did not receive their normal Vitamin D supplementation. The "comparator" group is supposed to have had a similar baseline, but there's still, to me, a strong possibility of a confounding factor. Finally, there were four total interventions: corticosteroids, hydroxychloroquine, "dedicated antibiotics" and the observation about Vitamin D. The more things you try, the less surprising it should be that there is a correlation along one of them.