Britain will try to win the competition for the first time since 1936 when they face Belgium in Ghent from Friday. The draw for the best-of-five format will take place at Flanders Expo at 13:00 GMT on Thursday.
"It means a lot to everyone to be in this position," the British number one told BBC Sport.
"Five years ago we were way, way behind in this competition - I think it was the lowest position we'd ever been in, so five years later to be playing and competing in the final is a great opportunity."
Britain were playing Turkey in Eastbourne to avoid relegation to the fourth tier of the Davis Cup when Murray's fellow Scot and former coach Leon Smith took over as captain in 2010.
The subsequent rise through the divisions to reach the final has been the fastest in the competition's 115-year history.
Murray, 28, is hopeful tennis in the UK will benefit from increased interest as a direct result of the team's efforts on court.
"This might attract new fans who can see the team and how pumped up everyone gets in a different format and different atmosphere," said the world number two.
"It's a great opportunity to promote the sport in the UK and hopefully if we can get the win at the weekend that would be huge for tennis.
"But it's not our job to capitalise on the success of the team, that's the job of the governing body and that's what they've got to do."
Smith has until one hour before the draw is made on Thursday to decide between Kyle Edmund and James Ward as his number two singles player.
He will also have to lose one player from his five-man squad, which includes doubles players Jamie Murray and Dom Inglot.
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