How connected are the tokusatsu universe?
Well, that all depends on how you define it. The Ultra-Series, being made by Tsuburaya Productions, exists inside of its own multiverse of series.
There have been crossovers with other companies’ franchises (most notably Toei and the Ultraman vs. Kamen Rider special) but those are generally not in canon with the rest of the series.
When you get over to the Toei side of things, however, it gets a bit more complicated. Back when Shotaro Ishinomori was in charge of everything, it seems (thanks to evidence from JAKQ Degenitai vs. Himitsu Sentai Goranger) that all of this series including Kamen Rider, Kikaider and the first two Sentai entries, were all in the same universe.
Later, however it seems the two existed in totally separate universes and the first proper crossover between the two happened in Kamen Rider Decade when Decade visited the world of Samurai Sentai Shinkenger.
It was clearly stated at that time that he was visiting a world without Kamen Riders. So, we can assume that the Super Sentai universe and the Kamen Rider universe exist at the least as separate branches of a multiverse. Of course, before Kamen Rider Decade, all the Kamen Rider series (with the exception of the Showa Era and Kamen Rider Kuuga/Agito) existed on separate worlds as well and it was the conflict in Decade that they were uniting in the wrong way possibly leading to the destruction of them all.
This is further emphasized in several crossover movies, especially the Kamen Rider Drive vs. Shuriken Sentai Ninninger special where the Ninningers are clearly stated as coming from another universe and they will vanish if they remain in the universe of Kamen Rider.
So, Kamen Rider and Super Sentai take place in separate universes. What about the Metal Heroes? Well, judging from the recent Space Squad movie and special, it can be assumed they exist in the same universe as Super Sentai. Tokusou Sentai Dekaranger clearly knows of and can work with the Space Sheriffs so that connects them.
We have also seen Gavan work with Tokumei Sentai Go-Busters within their own series, making his appearance canon.
At the end of the Space Squad movie, we are also shown a number of heroes from Super Sentai and the Metal Heroes who are potential candidates for the Space Squad itself. There are no Kamen Riders shown. That’s odd because if they did exist in the same universe you would expect space-themed heroes like Kamen Rider Super-1 and Kamen Rider Fourze to be included in the lineup.
In the end though, Toei basically makes it up as they go along so trying to decide what exists in what universe with who is a bit of their arbitrary decision and hard to nail down. For the sake of argument though I would say Super Sentai and the Metal Heroes exist in one universe while Kamen Rider and things like Kikaider exist in another.
At least until Toei change their minds again.