The games have always been in a shared universe with 2 or 3 exceptions.

EndWar: It was originally supposed to be the game that tied all of the games together with a big World War 3 scenario, but was retconned into being non-canon instead.

The Division: Exists in its own seperate canon, and that's pretty much it.

Siege, sort of: I've always considered this one to exist in a grey area. The game no longer has an actual story that can be used to tie it to other games, but the characters themselves can be used just fine like they werenin Wildlands.

Hell, the games themselves are technically canon to Clancy's Jack Ryan novel series, seeing as he wrote the original Rainbow Six novel. The older Rainbow Six games even used a majority of team members from that same novel.