Williams has replaced Garry Monk as Swansea skipper, but has been strongly linked with a move to Arsenal following an injury to Gunners defender Thomas Vermaelen.
However, the Wales international is not reading too much into the speculation and is helping to prepare Swansea for the upcoming campaign.
"It means you're doing something right and people are talking about you at least," Williams told Sky Sports News in response to the rumours.
"I take it as a compliment. I don't really read the papers and that type of thing. You don't really know, as that's the future, and I can't really say. Different circumstances determine different things.
"I'm working hard trying to talk things through with the squad and the manager on the field, and trying to iron out a few things for the season."
Swansea's season starts before the rest of the clubs in the Premier League as the Capital One Cup winners will enter the third round of Europa League qualifying.
The draw for that stage takes place on Friday, with the games scheduled for early next month, and Williams confirmed Michael Laudrup's side will be treating the competition seriously.
He added: "I don't know how you can go out there and not take it seriously. In terms of team selection, that's up to the gaffer, but if he's taking it seriously, then we all will.
"We'll just try and have a bit of fun and see where we can go with it. The League is our bread and butter, but any competition we're in we try and go as far as we can."