All they've said is that it starts before Thanos shows up. Based on where I think that story is going to go, and the title for the next AntMan, it's possible that they're in the quantum realm while Thanos appears and wind up re-appearing post Thanos.
Ugh. Haven't seen anything about the Ant Man movie, but I enjoyed the original. I'll be really disappointed if it takes place in space or another realm or whatever. Kind of like good old fashioned super heroes in the "real world" stories. All this alien/dimensional stuff tries my patience a bit.