In a steam locomotive you’ve got a few things going on all at the same time.
First, you’ve got a big hot fire, in the old days fed by coal. Nowadays steam units still in existence have been converted to oil or something easier to manage.
Anyway, that fire is inside a boiler. The boiler has a whole bunch of pipes snaking throughout it. Water flows through those pipes and is heated into highly pressurized steam.
That steam is piped into a couple of large piston chambers which push a piston and a connecting rod connected to a wheel, and suddenly you have motion.
The water cannot be recovered. In the early days of railroading a steam engine couldn’t go very far without replenishing its water tank. That’s one reason a lot of small towns popped up along rail lines every 20/30/40 miles.
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