Sure - the heat for a steam engine's boiler can come from anywhere. I don't know why anyone would want to do it, though.
edit: Oops, sorry, I missed the fact that they are claiming they can use the power generated by the motor to heat the water. C'mon, that's a classic perpetual motion machine of the first type. A microwave generator is about 65% efficient, a thermodynamic engine 35% and an electric generator 90%. So this device would require five times as much energy input as it outputs (.65*.35*.9=.2). I particularly liked this:
The engine I have invented is far more efficient than any other steam engine because the efficiency of the magnetron in turning water into steam.
No. A magnetron is 65% efficient (google for microwave efficiency), a good gas furnace is 95% efficient, and electric resistance heat is 100% efficient. Of course, if you put the waste heat from the magnetron back into the water, you'd just end up with an electric resistance heater.
C'mon, now, apply a little critical thinking. There is no free lunch! Discussions of this type are banned here because they are sooo basic that there really isn't anything to discuss - the only thing that happens is crackpots come out of the woodwork.