Sort of?
In a deleted ending scene for Thor, there’s this line from Erik Selvig:
“This time, we’re using the SHIELD astrophysical records, and we cross-reference them with the SWORD database.”
This must surely be a reference to the SWORD agency. The full scene is on YouTube; this line comes right at the beginning:
I’m not aware of any other mentions of SWORD in the MCU yet, but apparently they’re not against mentioning it (even if it’s just as an aside).
The commanding officer of SWORD, Abigail Brand, is closely affiliated with the X-Men. We know that Fox has exclusive rights to many X-Men characters, although the exact details have never been disclosed. It’s possible that Brand is one of the characters tied up in this deal.
If so, Marvel may choose to restrict references to SWORD to passing remarks until they can have Brand in the MCU. I’m sure they’d prefer to have them both together. So I wouldn’t be surprised if we don’t see SWORD featuring more prominently for a while.
However, Kevin Feige has not ruled out a SWORD appearance in the MCU, and the question is phrased in such a way as to suggest there are no other appearances thus far:
[Captain America: The Winter Soldier] definitely has some components from some of the comics. Are we possibly looking at the start of SWORD?
Anything is possible. I would not say that that was the impetus for this.