Much current power generation is done with steam. Water is confined in a "boiler" and exposed to some heat source (burning coal, nuclear fission, concentrated solar energy, etc.) and boiled. This produces steam, which is passed through a pipe to a turbine or reciprocating piston(s) to produce rotary motion. Usually this is used to power a generator, but sometimes the rotary motion is used directly--a steam locomotive for example.
An important but subtle component of a steam locomotive is what's called the "steam dome". This is a dome on top of the boiler, where the steam collects. It relies on gravity--water stays in the boiler, while the "dry" steam floats on top and in the dome. It's important to keep water out of the steam tubes and pistons: it cools the steam, reducing pressure, and if there's enough of it, can prevent the piston from moving and break something.
As far as I can tell, conventional steam locomotives need gravity or something like it (e.g. centrifugal force) to operate. There are heat engines which do not require this separation of dry steam, such as the Stirling Cycle, so it's still possible to produce rotary power in space. It's also possible to make a direct ejection steam rocket which could operate in zero-g.
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