Building a steamboat helps to understand how it is possible to tranform heat into a mouvement.
If some water is heated in a closed container and evaporates, a pressure is created inside. This pressure is due to the increase of water volume during its transformation into steam (steam takes about 1'700 times more space than cold water !). If released, this pressure can be used to power a turbine or a piston. With this mechanical movement and a generator it is even possible to produce electricity.
Before the invention of the petrol engine, steam has been the main system used to power transportation (cars, trains, etc.) and machinery in general. It is with the development of steam engines that the large-scale use of non-renewable energy (coal) has begun.
Today, this same principle is used to generate electricity in most power plants.