Hello Kevin!! Thanks for your reply.
I am not using any Framework, just creating a simple Web project. I have got the answer by some more research, and below is the observation.
1. When I create a new project on step 3 (Server and Settings) I get the option of selecting
Java EE Version in drop down list. if I select the Java EE Web 6, check box of "Enable contexts and Dependency Injection" gets visible and can check it or un check it. No Web.xml file created by default if a new web project is created like this.
2. When I create a new project on step 3 and select Java EE 5, "Enable contexts and Dependency Injection" check box gets disappears. Default Web.xml file is created now in WEB-INF folder.
So the conclusion is having a default web.xml file depends upon the Java EE Version you select, it is not by default created for Version 6.