Yes. Like the phrase "Não grite comigo!", it means "Don't yell at me!".
Of course, without context, it could also mean "you yell with them", but that's not a common situation, or at least not as common as yelling at someone, so "at" is the preferable translation in this case.
"Gritar" may mean "wail", but not "weep". It has more the meaning of shouting and screaming and none of the meaning of weeping. Of course, when tears are coming out of your eyes, loud sounds may also come out of your mouth. "Gritar" refers only to the sounds made with your mouth (and they have to be loud).
Someone answered previously that "grita com" would usually mean "yell at", while "grita junto comigo" would be used to mean "yell with".
But the dictionary hints imply another translation "yell to". Would you use "para" in this case? "Ela grita para os garotos" to mean "she yells to the boys"?
I yell at them when they've angered me. I yell with them at the ball game. Very different meanings! I guess under normal circumstances this sentence would be part of a paragraph and the info in the earlier and latter sentences would clarify which meaning to use. Like, if they broke my window, i would yell at them, not with them.
it's very strange to see that people that learn foreign languages did not notice that they say things in different ways. it may not be nice for us, but it is just so. just the same as cats and dogs fall down when it's raining in English, rains from buckets in Italian and in my language... the things that rain are... axes! it's the same with these things, too. for me it sounds "stupid", for example, "shame ON you" and many other things, but I just learn them and I become more rich.