After finding out how to run my cucumber test through RubyMine, I try to enable the ruby-debug from RubyMine as well. It turns out that I need to install another ruby gem called Ruby-debug-ide which for some reason I could not download it straight from the RubyMine ide.
So here are the steps to install ruby-debug-ide gems into RubyMine:
1. Open your console, and type 'gem install ruby-debug-ide'
2. Open RubyMine and click File->Settings->Ruby SDK and Gems
3. Click Attach gems and attach 'ruby-debug-base'. You will need to instal 'ruby-debug' gems first.
4. Click Attach gems and attach 'ruby-debug-ide'
5. Click ok and put a breakpoint in your step definition