Yes, he was in Preston Cavalry Barracks, Lewes Road, Preston. You can verify it on the 1911 census index on the Internet by putting 'soldier' against his occupation.
To explain the Steyning reference, although Preston is now a suburb of Brighton, historically its records are like those of Hove, and come under the Steyning rather than the Brighton district. This local fact (or quirk of history) has often confused researchers, as has having a local barracks in Preston village. There are several family historians who knew they had an ancestor who spent time in Preston Barracks, who then spent months fruitlessly searching for them in the records of the barracks in Preston, LANCASHIRE.
Roy G