The internal combustion Otto cycle engine in your car does the same. Both the internal and external combustion engines burn fuel producing heat. The heat of that combustion raises the temperature of a working fluid in a confined space producing an increase in pressure. This pressure exerts force against a piston in the engine. The piston moves turning the crank, turning the wheels moving your car along.
Steam cars are likely to explode.
Modern steam generators for automotive use are constructed in such a way that in case of a rupture they have vary little water at the saturation point, preventing an explosion. The Stanley boiler, a vertical fire tube design unlike modern generators have large amounts of water at saturation temperature, was tested at the factory by forced failure. The failure occurred in the fire tube expansion joints which acted as a safely valve, safely releasing the pressure preventing an explosion. Fred Marriott set a world speed record of 127.66 mph in 1906 in a specially built Stanley. In the following year he crashed while trying to improve on his record.