It means spiritually, emotionally, morally, politically together, on the The lone wolf die but the pack survives shirt, hoodie, sweater and v-neck t-shirt. It means that your family — your pack — comes first, even when you disagree with them. In the context of the trailer, in conjunction with everything else, it’s a warning: Everyone needs to join together (perhaps the Starks especially) against winter and what it represents (not only the literal season but in this case also the Others), or they will die.
