It's not a common use, but it could refer to one's ideas. For example, "Antonio Gramsci segue Karl Marx" [Antonio Gramsci follows Karl Marx] is not wrong, but one usually would say "Antonio Gramsci segue as ideias de Karl Marx" [Antonio Gramsci follows Karl Marx's ideas] or, to simplify, "Antonio Gramsci é um seguidor Karl Marx" [Antonio Gramsci is a follower of Karl Marx].
In English "segue" means to move from one to the other, as in conversation going from one topic to another with a segue, uninterrupted; to transition from one to another, as in music, films, writing, and talking. In that way one follows another, and it comes from the Italian of the same spelling so does it mean basically the same thing in Portuguese?
"Corrente do Mal" would be "An evil chain", with "chain" meaning a series of events. (One of the meanings of "corrente" is "[an] uninterrupted series"¹.) So a "chain" (that is, "A series of connected elements"²) can be described as "an event that is followed by another event and this event is followed by another event and so on", right? (Remember that "to follow" means not only "to move behind someone or something", but also "to happen or come after something"³.) So "Corrente do mal" = "A series of bad events" = "A series of bad events followed by more bad events" :P
"Vai Seguir-te" is a good literal translation, innit? (I mean, the ghosts indeed follows you.) However, film names usually don't get literal translation. Instead, they received a name for marketing reasons or because of its content. "Despicable Me" was translated as "Meu Malvado Favorito" [My Favorite Evil Guy]. The other way round also happens: the Brazilian film "Abril Despedaçado" [Shattered April] was translated as "Behind the Sun"...