Although the connection to the rest of the Megaman (Rockman) series is rather dubious, the creators have commented that all of the games are (tenuously) connected. The Megaman series takes place is 20XX (later became 200X), the X series takes place in 21XX (implied to be 22XX in later games), and the Legends (Dash) series takes place in 56XX. However, other than the creators saying so, there is very little that connects the events of Legends (Dash) to the events of the previous series, although there are little things like a poster of Zero and a TV show with the original Megaman and Protoman.
First game in the Dash/Legends series.
According to the instruction manual, Megaman and Roll are 14 years old.
The mothership of the Bonne family is called the Gesselschaft, which is the German word for "airship."
One of the townspeople says she "wants to create cool games like Resident Evil." Both Resident Evil and the Mega Man series are created by Capcom.