Using Matlab to draw a step response graph
A not-at-all elegant way to do it is:

zeta=[...]; %your zeta values
wn = ... % calculate your wn values according to your zeta values
figure;
hold('on');
for idx = 1:length(zeta)
    % sys = tf([wn(idx)],[1 2*wn(idx)*zeta(idx) wn(idx)^2]); %system's transfer function
    % EDIT : numerator corrected
    sys = tf([wn(idx)^2],[1 2*wn(idx)*zeta(idx) wn(idx)^2]); %system's transfer function
    step(alpharef*sys);
end