Follow her

Captain America looks around. He doesn't know what's going on. His trained military mind tells him to be alert and he is ready to fight. "Who the hell are you? What is the meaning of all this? Where am I? Are you with HYDRA?"

"Stand down Captain. It is 2011. You have been frozen in ice since you went down with the plane. S.H.I.E.L.D was established by Howard Stark, Agent Carter and other senior government employees as an intelligence agency after we won the War. Let us go to the HQ and you will be debriefed.

Not knowing what to do, he complies and follows her into the car.