Steam by itself is not power. There is no way to practically bottle up steam and use it like a battery. Instead, steam is usually used as an intermediary. Many power sources produce heat (nuclear, coal, etc). Heat by itself is not really easy to turn directly into electricity. So usually power plants heat water, which turns into steam and turns turbines, that mechanical movement then generates electricity.
To answer a little more directly, in order to use steam, you need to generate energy, use that energy to generate steam, then use steam to generate thrust. It is always going to be more efficient just to use fuel to generate thrust if possible.
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