Someone 'went at it' is idiom for saying someone did something with a great intensity or fervour. There is almost an idea of maniacal or wild intensity or an intensity far beyond *normal*. I almost have an image in my mind of someone doing something with an exaggerated or cartoonish intensity. So in your example, 'her and her gals' were doing something or some activity (partying ? drugs ?) in an intense almost wild manner.