Should I tell my supervisor that I will consult someone else?
I would approach your supervisor with request for advice and depending on what the problem is, (s)he may recommend you speak to some other scholarly expert in the field. If (s)he doesn't, you could suggest yourself that it might be an idea to speak to some expert. Your supervisor and you could work out a viable solution.

This has happened to me numerous times during my PhD - the nature of the project meant that other scholars had to be consulted.  My supervisor had no problems with this, but I made sure that I always let him know, and in many cases, he had recommended I speak to other scholars and was also able to recommend various experts.

It is always polite to keep your supervisor in the loop.