Haven't seen set pics, but I have a theory. Captain Marvel DOES play a big role in the battle of New York, but you don't see her because she is at the other side of that wormhole, mopping up the remains of the invasion fleet. She learns about Thanos during this time and starts her journey back to Earth. It just takes a LONG time.

If they're going back to the first Avengers Ant-Man better join them as he should of been in the first movie.