The Theft of the Power Stone was a plan executed by the Avengers as a part of their Time Heist, in which Nebula and War Machine were tasked to travel back in time 2014 in order to retrieve the Orb on Morag.
During the theft, War Machine and Nebula wait for Peter Quill to come to Morag during 2014. Quill eventually shows up and the two watch him dance while listening to his Walkman.
Then, when Quill is about to reach the Orb containing the Power Stone, he is knocked unconscious by War Machine. Nebula and War Machine approach the stone and War Machine remarks how the room it is located in appears to be booby-trapped. Nebula then reaches for the Orb through a forcefield, burning her arm. Nebula grabbed the Power Stone and the blows on her now burnt arm, as if it is not in pain.