They call her Caroline (in both the book and the film) because the slightly dotty people who live in the house simply can't believe that her name is Coraline. You may wish to note that the name Caroline is a very common one whereas Coraline is incredibly rare.
They were evidently told her name before she arrived, but seem to have come the conclusion that it was a typo.
Within the book she is (initially) very quiet and timid in correcting the various people who populate the house when they get her name wrong.
“One day, little Caroline, when they are all ready, everyone in the whole world will see the wonders of my mouse circus. You ask me why you cannot see it now. Is that what you asked me?”
“No,” said Coraline quietly, “I asked you not to call me Caroline. It’s Coraline.”
And it probably doesn't help matters that she regularly answers to Caroline.
“Ahoy! Caroline!” called the crazy old man upstairs.
“Oh, hullo,” said
Later on she becomes more forceful and they start getting her name right.
“It’s Coraline, Mister Bobo,” said Coraline. “Not Caroline. Coraline.”
“Coraline,” said Mr. Bobo, repeating her name to himself with
wonderment and respect.
Gaiman offered his own thoughts on the name in the 'talking points' at the rear of the ebook edition.
How did you think up the name “Coraline”?
It was from typing “Caroline” and it was coming out wrong. Larry
Niven, the science fiction author, said in an essay that writers
should treasure their typing mistakes. Once I typed it, I knew it was
somebody’s name, and I wanted to know what happened to her.
I recently discovered it was actually a real name, although it’s not
been used much in English-speaking countries for a long time. And, at
the turn of the last century, it was a name for a brand of corset.