Gerrard said: "A team doesn't go from under-achieving and missing out on a big tournament like Euro 2008 to being World Cup winners overnight.
"It is going to take time. We need to get used to the manager's ideas and what he wants - but the right steps are going to happen. What we need to do, step by step, is build ourselves up to being a better team.
"Training has been intense at times during this spell together with some double sessions.
"The lads are learning how the manager wants us to play, how he wants the team set up, different formations and tactics, and he is also telling people individually what he expects from them.
"It is not going to happen overnight but we are moving in the right direction. If we are going to achieve things, it is as a team and not as individuals."
Gerrard added: "I am sure bigger tests are to come but it is important to put the foundations down before you become a better team. Everyone wants to be part of Capello's plans so that is healthy. But I think there are signs of improvement there.
"The important thing is we peak in September for the World Cup qualifiers. We all know when the important games are but it is important to start getting it right before we go into those games."