Integrating Bright Data's Web MCP with Cursor, an AI-powered code editor, enhances its capabilities by enabling real-time web data access and dynamic scraping directly from the coding environment. Cursor, built on Visual Studio Code, leverages large language models (LLMs) for advanced code understanding and suggestion features. By connecting it to Web MCP, users can access over 60 AI-ready tools for live web interactions, which allows the editor to pull up-to-date data, automate browser tasks, and integrate real-world data into coding projects. This setup enhances the AI coding agent's ability to perform tasks such as scraping Amazon product data and creating an Express.js backend, thereby expanding the potential of AI-driven development workflows. The tutorial emphasizes the importance of setting up prerequisites such as a Cursor account, Bright Data account with API key, and understanding MCP concepts, while also exploring alternative approaches using Visual Studio Code extensions like Cline or Roo Code.