I am confused

Here is the 8 steps I am playing in the game.

marshawang: 1. e4 e6

marshawang: 2. nf3 nf6

marshawang: 3. e5ne4

marshawang: 4. Bd3 Ng5

marshawang: 5. Nc3 nxf3+

marshawang: 6. Qxf3 Qg5

marshawang: 7. Qe4 d5

marshawang: 8. exd6?

marshawang: How come exd6?

marshawang: there is nothing at d6. the black pond was at d5. I am confused.

http://www.chess.com/echess/game.html?id=20627558

Will anybody like to help to figure it out?

The pawn was captured en passant.

http://en.wikipedia.org/wiki/En_passant

It's a legal move and it's called "En Passant"

check this:

http://www.chess.com/chessopedia/view/en-passant

It's called ''en passent'', take a look at the Wikipedia page about it.

http://en.wikipedia.org/wiki/En_passant

ditto

En passant (from French: in passing) is a move in the board game of chess. En passant is a special capture made immediately after a player moves a pawn two squares forward from its starting position, and an opposing pawn could have captured it if it had moved only one square forward. In this situation, the opposing pawn may capture the pawn as if taking it "as it passes" through the first square. The resulting position is the same as if the pawn had only moved one square forward and the opposing pawn had captured normally. The en passant capture must be done on the very next turn, or the right to do so is lost. Such a move is the only occasion in chess in which a piece captures but does not move to the square of the captured piece. If an en passant capture is the only legal move available, it must be made.

This rule was added in the 14th or 15th century when the rule about pawns having the option of initially moving two squares was added. The rationale is so that a pawn cannot pass by another pawn using the two-square move without the risk of it being captured.

In either algebraic or descriptive chess notation, en passant captures are sometimes denoted by "e.p." or similar, but such notation is not required. In algebraic notation, the move is written as if the captured pawn just advanced only one square, e.g, exf6 (or exf6 e.p.) in the illustration below.