Taylor told the court that "once or twice" Pistorius woke her in the night saying that he had heard noises, and went to investigate with his gun.
She also recounted how the athlete used his gun to threaten a motorist he believed was following him.
Taylor was giving evidence at the trial of Pistorius for the premeditated murder of his girlfriend, Steenkamp, by shooting her through a locked lavatory door at his house in the early hours of February 14 last year.
Pistorius says he shot the model thinking she was an intruder. The prosecution says he did so deliberately after the couple had a row.
It is likely to seize on Taylor's claim that Pistorius woke her to tell her he feared there were intruders in the house, since, by his own account, he opened fire on Steenkamp in the lavatory without first speaking to her or checking if she was still in bed. Pistorius also faces two charges of recklessly firing a gun in public.
Taylor said that in September 2010 she and the sprinter were passengers in the car of Pistorius' friend Darren Fresco when he was pulled over for speeding.
Pistorius complained furiously when one of the officers picked up his gun from the car seat, causing the bullets to fall out, she said.
She said that as they drove off, Pistorius was "very angry" and he and Fresco joked about shooting at a traffic light "out of spite after being stopped".
She said that a few moments later, Pistorius fired a shot out of the open sunroof. It was "very loud", she said, and both men laughed. Pistorius has denied firing the gun.
Taylor said she and Pistorius began dating in 2011 when she was 17. Their relationship was turbulent and Pistorius cheated on her, first with an unknown woman during a trip to New York, and the second time with Steenkamp in 2012.
She tearfully admitted to the court that she had also cheated on Pistorius when he was at the London Olympics, but said they had already split up.
The defence team has suggested that female screams heard by neighbours were Pistorius', as he "screamed like a woman" when alarmed.
Taylor rejected this, saying he had screamed at her several times in anger and "never sounded like a woman".