You're right, many modern lenses don't have a distance scale window. There's two reasons for this. Well, three, if you count extreme cost-cutting. But primarily:
- Most people use auto-focusing most or all of the time. Having a distance scale is less interesting.
- Lenses designed to be optimized for quick auto-focus have little "throw". That means the focus ring doesn't move very much when going from near focus all the way out to infinity. This makes auto-focus faster, since there's less for the motor to move. Lenses designed with manal-focus in mind have a longer throw, allowing more careful by-hand adjustments.
But it's not true that distance scales are obsolete. Many (most?) high-end lenses have a scale like this, as do quite a few lower-end or moderate lenses (like the Nikon 18-200mm superzoom). So, if you're willing to go beyond the kit lens, there's that option.
You don't really need this to do "storytelling" composition, though. You can use autofocus on something midway into the scene and be assured that with large depth of field, it'll be close enough. I think part of the point of this particular style is that you don't want to have to worry about it too much. You can also practice a bit with your lens, observing how and where it turns to focus to infinity and close up, and learn to judge the right middle position without the scale. (Be aware, though, that modern lenses usually focus beyond infinity, so turning all the way to the end will actually make far away things less sharp.)
(As an aside, I object to Peterson's use of "storytelling" for this particular style of photograph. It's absolutely right that this can be used for a certain kind of storytelling image, but, I don't think the label should be reserved for it. Just a few minutes ago I saw a blog entry from Kirk Tuck where he posted about an older photo he took with a large aperture. This shows a young boy responding to large, soft, warm raindrops. The whole scene is emphatically not in focus, yet it tells way more of a story than some random bridge at a small aperture. Basically, Bryan Peterson is okay, but I'm not fond of his labels. He tends to go for something catchy-sounding without a lot of reflection on whether it's really the best way to explain something.)