England are yet to win a major football tournament, but their 3-0 victory over Norway means they are just one game from the final, which would be their first World Cup final.
They will face the USA on Tuesday in Lyon after the reigning champions defeated France on Friday night.
Neville said: "We want to inspire and to build a legacy."
League Cup
Man Utd beaten in Carabao Cup as Lanzini sends West Ham through
12 HOURS AGO
He went on to say that his players had set themselves a goal beyond merely winning the World Cup.
He said: "We had a camp last year and we set out the objectives for the next 12 months, and all I wanted them to say was 'win the World Cup'.
"But they were thinking bigger than winning a World Cup, which knocked me in my stride a little bit.
"We want the Lionesses to have a name that people around the world can relate to… badass women. That was our mantra.
"We're now at the point where we are inspiring, where people are jumping on board… it just feels really good."
Neville was in bullish mood ahead of Tuesdays tie.
"We want to come home with that World Cup," he explained.
"I keep thinking to myself, 'stop saying it', but we can't hide away from the fact something's happening. We cannot wait for Tuesday."
England reached the last four thanks to goals from Jill Scott, Ellen White and Lucy Bronze against Norway.

England coach Phil Neville during the Women's World Cup match between England and Cameroon

Image credit: Getty Images

Praising their win over Norway, former Manchester United defender Neville claimed: "This was the best they have played under me.
"We keep saying we are having fun and they are playing like it. I knew we were going to win this game because of the look in their eyes and the 11 that didn't play were driving it."
"You've got the best team in the world and you've got probably the second favourites in France, who have the support and backing of the home nation," he said.
Despite the team's success and his anticipation of making the final, the manager said he did not want fans singing, 'It's Coming Home,' an anthem which upset some men's teams at last year's World Cup in Russia.
"No, no, not yet. We're a team that's lost in the semi-finals in the past two major tournaments.
"The main reason I feel I was brought in to this job was to get us through a semi-final. I felt as if this type of football would get us through a semi-final."
Premier League
Premier League to resume on Boxing Day in 2022 after six-week World Cup break
14 HOURS AGO
Premier League
Solskjaer: Rashford out until after the international break
15 HOURS AGO