Adjacent. Parafollicular cells manufacture calcitonin. They are adjacent to follicular cells and not actually part of the thyroid gland. Parathyroid glands are also located on the thyroid gland but aren't part of the thyroid. Parathyroid hormone and calcitonin help regulate calcium balance in the body.
Thyroid/parathyroid. The thyroid glands themselves produce the thyroid hormone (t4). There are two small glands just at the tip of each wing or ala actually separate glands but look like part of the thyroids called parathyroid and they produce the parathyroid hormones. Look at your anatomy book and you'll see them.