Iron Man follows a millionaire playboy named Tony Stark. After a near death experience he builds a super suit and becomes a controvercail hero.
Agent Carter is a 15 minute short film that takes place one year after Captain America: The First Avenger. It can be found on the Iron Man 3 blu ray.
Captain America: The First Avenger is set in 1942 during World War II against the Nazis. It is the prefect example of an underdog becoming the alpha male.
Marvel has a "correct" way of viewing it's movies and TV shows in order to align the entire Marvel universe. Challenge accepted!