I think Leanne covered it pretty well. I think of it as: Angry obviously means angry. Upset means feeling any strong emotion that causes you to feel disturbed. These could include anger, fear, sadness, etc.
You original question is good, except that you can't say, "are both these words mean angry". Here's a corrected version:
What’s the difference between getting mad and getting upset? Do both these words mean angry or is there a slight change in meaning?