What kind of call is this? to shout or to visit? Or are they both the same as in English?
Yes it's the same as English, it can be either.
Cofiwch alw = Remember to call (by)/visit
'Shwmae'" galwodd Siôn = "Hi," called Siôn
Galwodd Sioned ar y ci = Sioned called the dog
As you see there is a slight difference when you directly call an animal or person you need the preposition 'ar'