It uses uranium fuel to generate heat. The uranium is not burned to make heat. Heat is made when uranium fissions. Fission in a nuclear power plant is when uranium nuclei split in two. Water has many useful properties that allow nuclear power plants to do all these things.
Water cools more than air because it can absorbe more heat than air.
Water is the only substance that can take the form of solid, liquid or gas in the earth's normal temperature range. This is especially important because when heated water is turned to steam it can be used to generate electricity. Water is taken in and passed over the reactors to make steam. Then the steam is directed at high pressure at the turbines to turn them at high speed. The spinning turbines turn the 8 electrical generators that produce electricity at the Pickering Nuclear Power Plant.