While on the surface Pokémon Detective Pikachu appears to take place in its own corner of the Pokémon universe, one key line opens up a whole world of connections.
Warning: full SPOILERS for Pokémon Detective Pikachu ahead!
Detective Pikachu may take place mostly in Leaventown and Ryme City, but the movie also includes a line of dialogue that confirms it exists in the same world as Kanto. While talking about Mewtwo, Dr. Laurent says they caught the most powerful Pokémon of all which had escaped from Kanto 20 years ago. Kanto is the region where the first generation of Pokémon games (Red, Blue and Yellow) take place, as well as where Ash Ketchum starts his journey to become a Pokémon master with his trusty Pikachu.
Source: IGN.com Pokémon Detective Pikachu Director on How Mewtwo Connects to Kanto