Marvel's really smart about continuing the storylines of all the different movies from Ultron into this one and blah to blah to blah - it's pretty seamless. So where we left off in Ultron is definitely picked up in Cap 3 here, pretty smoothly I think.
All literature, highbrow or low, from the Aeneid onward, is fan fiction. . . . Through parody and pastiche, allusion and homage, retelling and reimagining the stories that were told before us and that we have come of age loving--amateurs--we proceed, seeking out the blank places in the map that our favorite writers, in their greatness and negligence, have left for us, hoping to pass on to our own readers--should we be lucky enough to find any--some of the pleasure that we ourselves have taken in the stuff that we love: to get in on the game. All novels are sequels; influence is bliss.