A Steam powered rocket is sort of like a classic compressed air & water Rocket, but with super-heated (past boiling point) water inside a high-pressure container. When the valve is opened, the super-heated water converts to steam and produces thrust. It's more efficient than a classic "cold" type of air/water bottle rocket, but far less efficient than rockets that use combustion.
BTW - a bit better example of a "not hot" rocket motors converting a liquid into a gas, would be the old Vashon and Estes "Cold Power" rockets. They had thin walled metal tanks that were filled with liquid Freon, a refrigerant/pressurization chemical no longer used. When the valve opened, the liquid freon escaped as a gas, producing thrust. Here is a link to a PDF File of an Apogee Newsletter with info and history of Cold Power model rockets:
https://www.apogeerockets.com/education/downloads/Newsletter157.pdf
And actually, a more common current example is a CO2 fire extinguisher. They produce some "thrust" as the pressurized liquid CO2 escapes, but are optimized for fighting fires, not producing thrust.
https://www.youtube.com/watch?v=1xQozXJKbGI
Back to steam rockets:
https://en.wikipedia.org/wiki/Steam_rocket
Biggest thing going for it is relative simplicity and relative safety.... .compared to rocket motors that use combustible fuel/oxidizer. Not saying it is SAFE, but SAFER in relative terms. Biggest risk of "Kaboom" is on the ground as the water is super heated and the tank is under high pressure. Once the valve opens for rocket thrust, it's "safe", long as the valve indeed opens properly and not partially (Partial won't kaboom, but if it only opened 25% then the thrust might also be about 25%, causing major liftoff and flight trajectory-safety problems).
Bob Truax got a patent on the concept, filed in 1959.
https://www.google.com/patents/US3029704
Evel Knievel used Truax's steam rocket engines for his Snake Rover Canyon Jump rockets. Very few know this but Doug Malewicki, who was a well-known model rocketeer (and aerospace engineer) designed the first Skycycle, the "X-1" He has a web site devoted to it, with a lot of neat photos and info. There were some 21" test models flown, using FSI F100 model rocket engines.
Then the full size prototype test. But it was launched off a ramp that did not have much angle to it, about 10-15 degrees, it plummeted into the canyon and crashed into the Snake River.
IIRC, Truax at far left, then Knievel, and Malewicki at right:
Later the Skycycle was redesigned by Truax himself for a different configuration (The X-2), including an open cockpit and "T" type tail fins plus rudder, and perhaps a bigger pressurized tank. And launched at something more like 60 degrees.
Back to Malewicki, one of his notable model rocketry contributions was the Malewicki Equations for predicting how high model rocket would go.
"Model Rocket Altitude Prediction Charts Including Aerodynamic Drag, Douglas J. Malewicki,
Technical Report No. TR-10, Estes Industries, Inc., Penrose, Colorado, USA, 1967"
https://en.wikipedia.org/wiki/Malewicki_equations
Another notable achievement was the first successful R/C Boost Glider, in 1967. He wrote a 3-part series about R/C B/G's, with a plan, in Model Rocketry Magazine (that's him on the cover with a R/C B/G he flew at NARAM-11).
I read those magazine issues in 1970 shortly after I got into the hobby for real. I didn't even have a successful glider for a good while, but reading about that "stuck" with me. Didn't think I'd ever be able to get into doing R/C Rocket Boosted Gliders, but finally did years later