I spent my first attempts back in BDD-land wondering why all the examples I was reading kept referring to Capybara's web_steps.rb file, and why I didn't have it. It all made sense when I finally found this article by Aslak.
The file web_steps.rb was originally in Webrat (which is what I used last time I was doing Rails apps in Rails 2.3). It contained a bunch of pre-defined, regex-dependent steps which could be incorporated in to your scenarios for quick development of - but ultimately limiting - your scenarios.
Read the article for the full reasons behind it. It seems a bit of an inconvenience for someone starting out, but seeing as Aslak created Cucumber, I'm not going to argue with him about the finer points of BDD.
The Capybara API is what you should be using instead to replace web_steps.rb functionality in the future.