There is a lot going on in Captain America: Civil War. The film is Marvel's biggest yet, with a lot of moving parts and over a dozen main characters who are each given their moment to shine. Because of everything happening, the movie would have to be about five hours long in order to adequately explain it all. Unfortunately, it's only two-and-a-half hours, meaning that some details in the film don't get defined as well as they could be. One of those details is what's in the blue vials in Civil War. The movie doesn't come right out and say what it is, but any Marvel fan who's been paying attention should be able to figure it out pretty easily.
The film begins with a flashback to a mission of the Winter Soldier in 1991. Bucky is activated and sent to intercept a vehicle carrying a package, with the assignment to retrieve the package and kill the vehicle's occupants (later revealed to be Tony Stark's parents, Howard and Maria, but that's a whole other ordeal). The package that the Winter Soldier steals from the trunk of the car after he causes it to crash is a case filled with vials of blue liquid — a liquid that should look pretty familiar to Captain America fans.
The liquid is a version of Super-Soldier Serum, similar to the one that turned Steve Rogers into Captain America. Although the original formula was destroyed immediately after Cap's transformation, efforts were constantly made to replicate it by both Howard Stark and others at S.H.I.E.L.D., and by the scientists of Hydra. These attempts led to the creation of superpowered characters like the Winter Soldier, the Hulk, Red Skull, and the Abomination; all using versions of the serum.
The reason that Bucky is sent to retrieve this serum in 1991, the film reveals, is because Hydra planned on using it to build an army of Winter Soldiers at their compound in Siberia, which they would then use to take over the world. They do successfully build the soldiers, all of whom are stronger than Bucky, but they are frozen before being put to their ultimate use. Then, near the end of the film, they are killed by Zemo, thus eliminating the threat.
Although this particular supply of Super-Soldier Serum seems to have run out, odds are that there is more floating around somewhere in the Marvel Cinematic Universe. And given the never-ending quest by all to recreate the perfect specimen, i.e. Captain America, fans can expect the blue liquid to keep popping up and causing more problems.