Did you stick around for the whole movie? While you're right that Captain America and Ant-Man don't meet in the latter's 2015 feature, Cap does appear on screen.

Marvel's movies have now become famous for their post-credit scenes -- short scenes that are shown during or after the credits at the end, usually to hint at a future crossover event in the shared Marvel-movie universe (though occasionally they're just for fun, as with the scene of the whole Avengers team eating shawarma sandwiches after 2012's "The Avengers").

One of "Ant-Man's" two post-credits scenes features Captain America in a dungeon-like room with Falcon, where they've imprisoned the Winter Soldier. They're trying to figure out what to do with him, when Falcon says, "I know a guy." The "guy" he's referring to seems to be Ant-Man, who Falcon met earlier in the film, but Cap did not. 

Thus, Chris Evans does appear in "Ant-Man," but, as you say, does not meet the title character until 2016's "Captain America: Civil War."

The two will surely meet again, since Ant-Man is now an Avenger. He and Cap will both be in next year's "Avengers: Infinity War," but there's no word yet on whether Cap will appear in the Ant-Man sequel that's currently in preproduction.

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