Install the plugin by running:

npm install --save-dev cypress-cucumber-preprocessor

Cypress Configuration

Add it to your plugins: Go to & update at  cypress/plugins/index.js

const cucumber = require('cypress-cucumber-preprocessor').default

module.exports = (on, config) => {
  on('file:preprocessor', cucumber())
}

Add support for feature files to your Cypress configuration at:

cypress.json

{
  "testFiles": "**/*.feature"
}

Go back to package.Json and update under dependencies: 

"cypress-cucumber-preprocessor": {
  "nonGlobalStepDefinitions": true
}

Install vscode-icons plugin: File>Preferences>File Icon theme>Vscode Icons

Install Cucumber (Gherkin) Full Support: https://marketplace.visualstudio.com/items?itemName=alexkrechik.cucumberautocomplete