The brake caliper on each corner is probably the single most important brake part on that corner. The caliper takes hydraulic pressure which is generated by brake pedal pressure and converts it to mechanical force, supplying the necessary force to slow and stop the vehicle. Improperly installed brake pads are not very likely to cause damage to the caliper if you pay attention to the sounds your vehicle makes. But if you are one that ignores strange noises from your vehicle for any length of time, then you can damage the pads, the rotor and the caliper.
For more info, see How to Tell if a Brake Caliper is Bad