The Multiverse of Madness is a direct sequel to the original Doctor Strange, which covers the hero's origins and his rise to the position of Sorcerer Supreme.
The last two Avengers movies bear only peripheral relevance to Doctor Strange, though both carry key parts to his story that bears their inclusion.
Like Age of Ultron, WandaVision doesn’t involve Strange at all. Rather, it's the Scarlet Witch who serves as the miniseries' protagonist
The Multiverse itself didn’t exist before the events of Loki, which sees a variant of the God of Mischief -- created by the time heist in Avengers: Endgame
Initially viewed as an outlier project, the What If…? animated series may inform a great deal of Multiverse of Madne
X-Men (2000) And X-Men: Days Of Future Past (2015)