No, that wasn't the meaning. In context, the lead-up to the quote was:

> people have been given to understand "I have a problem, it is the Government's job to cope with it!" or "I have a problem, I will go and get a grant to cope with it!" "I am homeless, the Government must house me!" and so they are casting their problems on society and who is society? There is no such thing!

In subsequent years she often invoked society in phrases like "civil society", "free society", and "responsible society". The quote means that government won't help you very much, and indeed that you should be self-reliant. But it would be a distortion to extrapolate that into "be bad and inconsiderate and uncooperative". Individualism doesn't require the individuals to be unpleasant to one another. It just means they aren't an organized collective or hive.