They Re-tell the stories of ASoIaF
If I understand you correctly, you seem to be asking where they fall in the chronology in-universe wise. Where the histories come before the main series. A Storm of Swords comes after A Game of Thrones and The Winds of Winter is the latest.
In that case they move along parallel to the main series. They are a re-telling of the main series in a comic book format. The aim was to have about 1 page of text for 1 page of comic.
We wound up at an outline of twenty-four issues at twenty-nine pages each. Â All told, that gives us about a page of art for every page of text in the original book.
From an interview by CBR online with one of the creators: Daniel Abraham
Although they've talked to GRRM, he himself is writing none of the comics or stories and just helping them with plot points and such.
That said, it’s very clear that George isn’t writing the comic book. He’s put a great deal of faith and trust in me on the actually working out of the scripts. Â And God forbid I get in the way of his writing “The Winds of Winter.”
As for their canonicity. According to GRRM only the things he published in his books (ASOIAF and D&E) are canon, and although they're officially licensed. They are as non-canon as the TV-show. A complete post on what is canon can be found here
Only the novels (and the Dunk & Egg novellas) are canon.
The videogames, the board games, the card games, the comic book, even the television shows... all great in their own right, I hope, but still secondary. The books are canon. Nothing else.