The movie Guardians of the Galaxy takes place in space, presumably far from Earth. However, it's close enough that the Ravagers can go there to pick up Peter, and most people assume the Guardians themselves will end up on Earth in time for Infinity Wars.
In the source comics, the places featured in the movie are spread out: Xandar is the in Andromeda galaxy, while Hala (the Kree home world) is in the Large Magellanic Cloud. In the Guardians of the Galaxy movie (or anywhere else), do we get any information on where these places are in the MCU?