At the end of Captain America: Civil War Steve Rogers left his shield behind, an indication that he was done being Captain America. For fans of the comics, this could only mean one thing, Steve Rogers was going to become The Nomad, a title the character took after having resigned as Captain America in the books. The Russo Brothers have previously stated that this Steve Rogers won't actually go by that name, but that hasn't stopped them from enjoying the idea, as they shared the fan poster below on their Instagram feed.
While the Russo Brothers have said that Steve Rogers won't actually be The Nomad in Avengers: Infinity War, they did say the spirit of that character certainly did influence the place where the new movie will find the former Captain America. He's a man who had previously defined himself by a set of values associated with a particular country, but after finding those values currently incompatible with the society he found himself in, he's likely looking for meaning elsewhere.
The original poster was created by Instagram user hellblazerarts and the Russo's liked it so much they borrowed it for their own feed. The poster is based on the original poster for The American, a 2010 George Clooney movie that I had mostly forgotten existed. Most probably won't even realize it's based on another film, but it is a solid poster, and it works well. The use of the poster is also a reference to the similar situation the characters find themselves in. The American is about an assassin who, after a job goes bad, goes into hiding, before eventually coming out for one last job. It's not a perfect parallel, but it works well enough.
Trailers for Avengers: Infinity War have shown Steve Rogers and Black Widow arriving in Wakanda, where we know they will do battle with Thanos. The fact that we don't see the former Captain America in the scenes that take place in New York City is likely telling. He may not feel like that's his home anymore. Without a home, he is likely living as a nomad, even if he isn't living as a Nomad.
Of course, the question that's even more interesting than where things will start for Steve Rogers in Avengers: Infinity War is where things will end. All indications are that Chris Evans is on his way out of the MCU and while we expect him to hang around for one more movie, Avengers 4, there's really no guarantee that will happen. Even if it does, the place where Infinity War leaves things will likely be a massive shift in the status quo. We'll find out April 27.