calling constructor of a class member in constructor

Yes, certainly you can! That’s what the constructor initializer list is for. This is an essential feature that you require to initialize members that don’t have default constructors, as well as constants and references:

class Foo
{
  Bar x;     // requires Bar::Bar(char) constructor
  const int n;
  double & q;
public:
  Foo(double & a, char b) : x(b), n(42), q(a) { }
  //                      ^^^^^^^^^^^^^^^^^^^
};

You further need the initializer list to specify a non-default constructor for base classes in derived class constructors.