Let's say that my colony ship crash-landed on an atmosphere-less planet. Sure, there might be sub-surface pockets that have evolved primitive life, but sulfur and phosphorous are at a premium in the self-sufficient underground habitats us colonists have excavated, and we're not giving any of it over to the purpose of farming the native algae for fuel.
Our 3D printer failed, since it wasn't advanced enough to print its own replacement parts or replacement printer (a way of avoiding rampant AI, long story). Assume the planet is identical in composition to Earth, with several big changes: no atmosphere, no biosphere, and essentially none of its hydrosphere (minus sub-surface pockets of water), and that it has never seen any form of widespread life - it has no fossil fuels or hydrocarbons to burn. Also, assume we have knowledge of a 21st-century level of technology on hand but have largely been set back to the beginning of the Industrial Revolution in terms of what we can actually produce.
How do we re-invent the steam engine under these circumstances?