So basically, it is a sealed pressure vessel with steam outlets. Hot steam is pumped in (or generated within) and the steam outlets provide a torque based on their perpendicular component to the radius of rotation. You also need some sort of bearing to allow for rotation ;)
Well, pressure vessel could be a fancy name for soda can....
1 Un-opened soda (or other) can
A few feet of fishing line or other thing string
Awl or other hole punching device
4 tea lights
Two magnets and two ball bearings :P
Videos on steps 1 and 3 ;)
Step 1: Prepping the Can
Next twist the top tab around and bend it upwards. Remember the goal is to make a sealed pressure vessel with one outlet for steam. If you break the seal, you'll need a new can and you'll need to start over.
Now (as I discovered in my second attempt), only puncture one hole -- and then slightly dent the can so that the hole points to one side.