From what we know so far the game starts where KZ2 ends. And from what we know from the locations you experience the nuclear aftermath. So from the revealed areas, I have devised what time you will experience the levels.
Obviously things have yet to be revealed, but from what I gather you stay on Helghan for a few missions before setting out to a new world. There will be " Helghast patrols" so we can assume at least that the places we visit in KZ3 are inhabited by Helghast soldiers. The beginning sounds like escaping out of the cities and heading toward the Helghast ice caps and attempting to find Narville. Seems like the reasoning behind this is that the ISA are trying to retreat and save as much face as possible. Once Narville is safe, it seems like getting out of Helghan is first priority.
But where to? Vetka or Earth? Or maybe neither. It seems like a "Hostile Alien Jungle" doesn't sound too much like vetka to me. Perhaps some off world bases, or other planets inhabited by Helghast. In the aftermath of killing Visari it would seem like the ISA would be attempting to negotiate somehow. Yet the Helghast will probably pull off a full on assault on the ISA. But where? Obviously Helghan first, but where to? Vetka is closer than Earth (assuming) but Earth also is now a wasteland. It seems like it is anyones guess where you go after Helghan, but I have a feeling to don't have an extended stay there. Perhaps we will get more of a glimpse this E3.
To recap confirmed locations:
Nuclear/Helghan "Wasteland" Helghan Polar Ice Caps "Hostile Alien Jungle" "Space for the climax"