In familiar French or in argot, se faire someone or something means to do something to them or with them for your pleasure or for your benefit. What the "something" is should then be understood from the context.
On va se faire un cinéma (ie, we are going to the movies)
ça te dirait de se faire un Italien ? (ie, what about going to an Italian restaurant ?)
Je me suis fait une fille hier (ie, I had sex with a girl yesterday)
Il m'énerve, je vais me le faire ! (ie, I can't stand him, I am about to yell at him/to beat him up/to give him some kind of punishment - depends on the context)
La bande avait décidé de se faire un policier (ie, the gang had decided to attack a policeman)
In the context you describe, my understanding is that the drug dealer orders his men to either break into the car or to steal it. Without knowing they then decided to get into the car and steal it, it could also have been an order to vandalize the car - again, the context determines what the drug dealer meant.
He could have said:
allez vous la faire
The use of me instead of the reflexive vous just stresses that this order is for his own will, his own pleasure or his own benefit.
(... and the English subtitles totally missed the point, IMHO.)