Both of them have a certain meaning in common. it is regarding not the present but the future. 未来 has a widely meaning compare to 将来, on the other hand 将来 is closer to the present than 未来.
未来 is a word to express an image of objective time toward the present and the past. 将来 is a word more like subjective point of view and to express what has been coming next to a specific thing or person.
ex: わたしは未来からきました。(I come from the future)
is not weird, but
わたしは将来からきました。sounds weird.
It's because "未来からきました" is not just happening on your time zone, but it occures the widely objective time zone.
わたしは将来 やきゅうせんしゅに なりたいです。(I'd like to be a baseball player in the future)
That example is more likely to be, talking about smaller subjective time zone. So in this case, you cannot say "未来".
This is a very good question and sooo difficult to explain the different nuance!