It depends, mostly coal.
A steam engine uses a hydrocarbon based fuel source. The combustion of the fuel releases the chemical energy in the bonds in the form of thermal energy.
Burning fuel.Burning fuel.Burning fuel.Burning fuel.
Other to coal I suppose you mean. Burning of any fuel like oil, wood, etc. Nuclear reactors. I suspect solar energy would make steam. It would be possible to use natural steam from deep in the ground.
Steam engine
Nothing, a steam boat runs not on steam, but on a heat source GENERATING steam. this heat source is usually coal but could be wood or a fossil fuel.
Firebox
You can't. No internal combustion engine will run on water except a steam engine, and even that requires another fuel to produce the steam.
Yes if it has a steam engine
In an Internal Combustion Engine, the Fuel is burnt in the cylinder or vessel eg. Diesel or Petrol engine used in Cars.Gasoline engines, Wankel engines, diesels, gas turbines are all examples of internal combustion.In an External Combustion Engine, the internal working fuel is not burnt. Here the fluid is being heated from an external source. The fuel is heated and expanded through the internal mechanism of the engine resulting in work. eg. Steam Turbine, Steam engine Trains.
The energy source in a steam engine is the heat source that converts water into steam thus creating pressure. The heat source itself can be a coal, wood, gas or petroleum burner but can also be something different like a solar panel or a nuclear reactor (most nuclear reactors are themselves steam engines-generators).
Steam trains were once widespread, and changed the world. A steam engine is an external combustion engine, meaning that the fuel burns outside the engine. In modern internal combustion engines the petrol or diesel burns inside the engine, and the gases produced expand and push the cylinders, and this motion eventually turns the wheels. In the steam engine the fuel burns in an external fire box. The heat boils the water to make steam, which pushes the cylinders. So it depends exactly what you mean by 'run'. Certainly there were and are steam trains, but the steam doesn't provide the energy to make it go, the fuel does.
both petrol and diesel are i.c. engines, being that the energy is created inside the cylinder (internally) by burning the fuel therein, as compared to say steam engine which creates energy source (pressurised steam) externally in the boiler prior to delivery to the cylinder(s)