After the installation is finished, reload VSCode. Now in order to make it work for Ruby, you need to:
Press Ctrl +, to open User Settings
Scroll down to Cucumber Auto Complete
On the right side you need to modify these settings (you can find 2 examples of how to do this on the extension page). In my case, I added the following:
"cucumberautocomplete.steps": [
"features/step_definitions/*.rb"
],
"cucumberautocomplete.syncfeatures": "features/*feature"
Reload VSCode
Open a .feature file and right-click any step, you should have to Go To Definition and Peek Definition working.
I hope you get it working!