Cucumber will automatically load any files within the features folder. This means that your step definition files can be located in any folder name/structure as long as they are in the features folder.
Note that it is possible to override this setting and explicitly state the location of your steps by doing:
cucumber -r your/steps/folder/location
For more details you can see the help - cucumber -h:
-r: Require files before executing the features. If this option is not specified, all *.rb files that are siblings or
below the features will be loaded auto-matically. Automatic loading is
disabled when this option is specified, and all loading becomes
explicit. Files under directories named "support" are always loaded
first. This option can be specified multiple times.