They are so similar, but 将来 is more about specific things, for instance: He is a medical student, 将来he will become a doctor.
未来 is more literary and formal, often used to describe very big events, like: the country's未来, the digital age's未来.
These two words are really so similar, mostly mutual-replaceable in grammar, for example, you can use both将来and 未来 when it comes to "a people's career", while 未来sounds more ambitious.
In addition, since 将来 is more specific and 未来 is more literary and formal, it makes people feel that 将来 is a little bit nearer. "In the near future" in Chinese would be 在不远的将来,未来 cannot be used in this expression.