未来 literally means "not yet come" and 将来 literally means "be going to come".
That is to say, 未来 suggests all the future events that have not yet happened, while 将来 implies events you think will happen in the (near) future.
将来 is often used as an adverb (in the same way as "in the future"). but 未来 is not. For example, you can say "将来教師になりたい (I want to be a teacher in the future)", but you cannot say "未来教師になりたい".