GB have the opportunity to win their first title in the competition, since they last won the event all the way back in 1936, when they face Belgium in the final starting on Friday.
The showpiece event represents a stark turnaround in the fortunes for the British team as they were playing Turkey in Eastbourne to avoid relegation to the fourth tier of the Davis Cup just five years ago when captain Leon Smith took over.
Murray is now looking forward to the final in Ghent and is desperate not to let a chance of Davis Cup glory go begging.
He told BBC Sport: “It means a lot to everyone to be in this position.
“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.”