The meaning inside would be something like this
'If you wear like that in this weather, 감기 걸려요(you'll catch a cold!)!'
If you just say '감기 걸려요.' without any situation, it means 'catch a cold'
'Be careful not to catch a cold.' = '감기(에) 걸리지 않게 조심해요.'
which sounds like 'be careful not to caught by cold' though..
anyway, hope it helped!