I don't think that everything possible in a web.xml file can be done using annotated Java code. Most cases, including the common ones can, but as I recall, there are some configuration options that don't match up to specific Java code elements, so there's nothing to annotate.
The Spring Boot build process runs Maven, I believe, and part of the process involves building a WAR, which will then be pre-installed into the embedded Tomcat server. The proper location for web.xml, whether Spring Boot or otherwise is /WEB-INF/web.xml. In the case of a Maven build, you'd place the prototype file in the src/main/webapps/WEB-INF/web.xml file.
Since a web.xml is an override to annotations, if you use it, you only need to include stuff that either isn't handled by a Java code annotation or where the code annotation doesn't match the setting you actually want. If you don't have anything that requires that, omit the web.xml file from your source code.
An IDE is no substitute for an Intelligent Developer.
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