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How would Captain America know anything about any incidents by Bucky when operating as Winter Soldier?

At the end of Captain America: Civil War, after seeing the video of the Winter Soldier killing Howard Stark, Tony confronts Captain and he seems to act like he knew and didn’t want to tell Tony for obvious reasons.

Is there any canon from the comics regarding this? Seems odd that they couldn’t have had a short flashback scene of Cap interacting with Bucky and finding out these things.