A difference between Vdd and Vddio in datasheet of a sensor
i wanted to know why we need to supply power through two different means


In your particular case, you can power your VDD with 2.16-3.6V see p.3 of the HMC5883L datasheet. Let's assume that your microcontroller works at 1.8V. That means, the logical signals from uC may be too low for the sensor. In this case, you would have to provide some voltage shifter/translator to increase your voltage to be in the required range of your sensor (2.16-3.6). Instead, the sensor manufacturer made universal logic to support lower levels of signals (in this case - down to 1.71V HI), so you do not need to worry about voltage compatibility between the chips. If all your chips use the same voltage, than your VDD and VDDIO can be connected to the same power supply.