It could mean that if someone who is showing you a place tells you to come follow him with his body language ,but it could mean several things :
Avec moi means literally " with me " ,,, s'il vous plait means literally " if you please * in a formal respetful way*.So it could mean also :
- Concentrate with me , while someone is explaining something .
- Follow up with me when someone is saying something .
- Come with me as in follow me .