In an internal combustion engine, the release of stored chemical energy creates thermal energy. The combustion products in the form of hot gas produced a greater volume, or greater pressure, than the products. The pressure pushes a piston, or pushes through a turbine to the lower pressure exit downstream. Pressure on an area produces a force. The force on a piston is transmitted to a crackshaft, which produces a torque, or the force on a set of turbine blades causes moment on the blade, which tranmits a torque to the shaft of the turbine.
In addition, the expansion of hot gases in a jet or rocket engine also represents a change in momentum. The thrust or force of a jet/rocket is related to the exhaust (exit) velocity of the hot gases.
A steam cycle works much the same way. Liquid water is pumped into a heat exchanger (boilder) where it absorbs heat and changes phase going from liquid to gas. The gas occupies greater volume, and by virtue of the conservation of mass (continuity), the gas, which is constrained on one or two dimensions expands. That expansion means the gas has a higher velocity/momentum than the liquid. The steam flow passes through a turbine, and the momentum/energy of the flow pushes on the turbine blades, which like the example of the combustion turbine blade above, causes a torque on the turbine shaft.
A rotating shaft can be used via a transmission system to turn wheels of a vehicle (car, truck, motorcycle) or propeller (aircaft or ship) or generator shaft (electrical generator) or a motor or mill machinery.
So it goes something like thermal energy -> mechanical rotational energy, and optionally mechanical energy -> electrical energy