About the include the X-Men in the Marvel Cinematic Universe (which has so far been devoted to Avengers and related movies), there are various theories. There are many fans who want to see the X-Men (and Deadpool) included in the Marvel film universe, but now it would be difficult to explain where they have been in moments as beasts as the brutal confrontation with Thanos in Endgame (in which they did have a place in graphic novels).
When talking about this, the last comic Marvel has offered an attractive and plausible option for insertion: they would come from a parallel dimension. It turns out that Marvel’s SWORD comics are showing how mutants come to their own nation from the dawn of humanity, on the Island of Krakoa, where they already have biotechnology, army, space fleet and own religion.
The most powerful combo is made up of “The Five”, who even manage to resurrect any mutant after death. But the SWORD series takes things further thanks to “The Six”, a combination of mutants capable of teleporting and with more power that can carry out expeditions throughout the entire cosmos and even the multiverse.
Thus they could create an access to the reality in which the Marvel Cinematic Universe exists, merging the two and giving room to the characters jointly. Basically, it would be the way to enter the multiverse. Will we see mutant characters in the MCU soon? It will depend on the decisions of Kevin Feige and company.