Interfacing superconductors with magnetic or topological materials offers a playground where novel phenomena like topological superconductivity, Majorana zero modes, or superconducting spintronics are emerging. In this work, we discuss recent developments in the Kohn-Sham Bogoliubov-de Gennes method, which allows to perform material-specific simulations of complex superconducting heterostructures on the basis of density functional theory. As a model system we study magnetically-doped Pb. In our analysis we focus on the interplay of magnetism and superconductivity. This combination leads to Yu-Shiba-Rusinov (YSR) in-gap bound states at magnetic defects and the breakdown of superconductivity at larger impurity concentrations. Moreover, the influence of spin-orbit coupling and on orbital splitting of YSR states as well as the appearance of a triplet component in the order parameter is discussed. These effects can be exploited in S/F/S-type devices (S=superconductor, F=ferromagnet) in the field of superconducting spintronics.