Milling around means moving around with no exact direction or purpose but in most cases while waiting or anticipating for something/someone or a result of an activity.
as seen in the sentence the teens were waiting for the gates to open so in order to keep themselves busy and tackle boredom they decided to mill around also known as wandering aimlessly. every group of individuals whether teens or adults will in one way or the other wander while waiting for something or someone as seen in the case of the teens connected to this phrase.
