Lingua Latina on its own teaches you grammar comprehensively and quickly (notice you are getting fairly traditional-style grammar explanations in the 'GRAMMATICA' sections, just under Latin names instead of English ones). If Lingua Latina is not a challenge for you, then that is good! It sounds like you are on the right track, and judging by what you said about your language-learning experience, I would suggest you challenge yourself to master the material in Lingua Latina and also as much reading from other sources as you can. You don't strictly speaking need supplementary materials; but of course every additional way you expose yourself to the language will benefit you. And if you are the type of person (like me) who enjoys flipping through grammar books, then by all means pick one up!