Steam is actually water which has evaporated into a gas. We use steam most often to power engines. When water boils and forms steam, it expands (gets bigger). Because the gas takes up much more space than when it was a liquid, this expansion can make parts of an engine move. For example, it can force a turbine to turn, which then powers an engine to move or lift objects. In these Minutes you will hear steam powering engines.
Try to work out what the engines are doing.