Doing a bit of staring into the middle distance, Wanda confirms that she does, but adds that “he’s far away from here, and that makes me sad sometimes.”
Not only did WandaVision set up Quicksilver’s appearance with the aforementioned Pietro namedrop in the third episode, but his cameo was also foreshadowed in tonight’s new arrival.
There is a brief moment where Wanda is talking with her rapidly aging sons, Billy and Tommy, and they ask her if she has a brother.
She clearly doesn’t want to expose her boys to the realities of death at such a young age, and so she uses a vague dismissal (though it’s also easy to believe that his body is literally far away, potentially buried in Europe).