The Socialites defeated local rivals Nettleham on Easter Sunday to reach their third final of the season.
Taylor said: "This is a big club, a great club. Every game is a sell-out and we take 10 to 12 fans with us to away matches.
"But Welton have not won anything of significance in 20 years. Hopefully we can achieve something."
"My chairman (Clive Wilkinson) wants to win every game but I have to be honest. I said to him a couple of weeks ago, maybe it would be better we went out of the KRCup as we had so many games but were in the final now and we have a great chance.
"It is a big burden. But then we had a great win against Nettleham and everything changed."
He said: "I want to build a good side at Welton and stay here for another one or two seasons before I think about hanging up my clip board.
He said: "I want to build a good side at Welton and stay here for another one or two seasons before I think about hanging up my clip board.
Asked where his priorities lie,Taylor said: "I cannot prioritise any of these Cups. Winning the County Cup would immortalize us but the Kelly Read and Ron Eaglen are just as important to all of us.