Marvel is keeping trade secrets safe while planning out its Phase 3 to ensure that no big spoilers get leaked online. Even though Guardians Of The Galaxy director James Gunn earlier stated that he intends to keep the franchise separate from The Avengers, the storyline developing in the Marvel Cinematic Universe over the last few films, suggests otherwise.
Completion of Infinity Stones is clearly going to be the central theme/conflict in the upcoming Marvel films leading up to the two-part Avengers: Infinity War. The post-credits scene in Age of Ultron also showed Thanos with his Infinity Gauntlet, getting ready for war. Latest reports suggest that The Vision could be the one who will really link The Avengers to Guardians.
Recent reports state that the end of Captain America: Civil War will have Vision leave Earth to travel vast cosmos in the galaxy and is rumoured to appear in Thor: Ragnarok and possibly in Guardians of the Galaxy 2. (via Yibada)
It does make sense since The Vision is powered by the Mind stone, while Taneleer Tivan/The Collector (played by Benicio del Toro in Guardians of the Galaxy) has the Aether/Reality stone in his collection. The Power Stone is in the hands of the Nova Corp and the Tesseract/Space stone is in Asgard.
While this is all fan theory and speculation as of now, we are sure to get more clarity on how Marvel's two big franchises come together, when Guardians of the Galaxy Volume 2 releases on 5 May 2017. Of course, there's a strong chance that the makers might put in a post-credits scene in Captain America 3 to shed some light on things to come. After all, this is the last time fans will see The Avengers together in a film before the whole Infinity War with Thanos breaks out in Avengers 3.
Captain America: Civil War is slated for release in theatres on 6 May 2016.