No, that's ridicolous. Latin comes from the italo-celtic branch of Indo-European languages spoken in the Italian peninsula (Latium, specifically), Greek is a completely different language that originates from the Hellenic branch of indo-european.

That's completely untrue. Greek and Latin are both members of the Indo-European language family, which comprises most of the languages spoken from Europe to India. But within this family, Greek and Latin belong to different subfamilies – Hellenic and Italic, respectively – which split from their common ancestor language in prehistoric times. So in other words, they are clearly related, but the differences are the result of centuries of linguistic evolution. Latin was the Italic language that evolved among the Latins, who lived along the Tiber in central Italy, whereas Greek colonization of Italy was mostly confined to the southern part of the peninsula.

Could you ask your friend(s) where they got this idea? I'm wondering if there isn't a more fundamental misunderstanding on their part that we can try to clear up for you.