They all inhabit the same universe, and it's the same Quicksilver technically, but it can't play out that way in the movies because there is a rights issue and Marvel doesn't own many of their characters. SO there will be a different Quicksilver in the next Avengers movie, I guess. (The only part of the Marvel universe I really care about is X-Men, so I'm not really up on the next Avengers movie.) I like this graphic a lot, it made things a ton clearer for me, because I didn't really get it either.

http://bitcast-r.v1.sjc1.bitgravity.com/slashfilm/wp/wp-content/images/Marvel-movie-rights-infographic.png