Burn by steam at 100°C is more severe than burn by boiling water at 100°C. Although both water and steam at 100°C are at the same temperature, the energy stored in them (the potential energy) is vastly different. One gram of water at 100°C would have heat energy of about 418 joules. But one gram of steam at 100°C would have heat energy of about 2255 joules i.e., at least five times more.

The molecules in steam and boiling water at 100°C have the same average kinetic energy. But steam has more potential energy because the molecules are relatively free of each other and are not bound together as in the liquid phase. Steam contains a vast amount of energy that can be released during condensation. This fact is routinely used in operation of steam engines and steam (or coal) electricity generators. The energy stored in steam is used to drive mechanical objects such as an engine or a turbine.

So the energies required to melt ice (80 calories or 335 joules per gram) and boil water (540 calories or 2255 joules per gram) are the same as the amounts released when the phase changes are in the opposite direction. The processes are reversible.

If your hand is exposed to hot steam, the burn is more severe than in the accident with hot water because steam has more heat energy stored in them than hot water.

The coal is burnt to produce water vapour from water to rotate the turbines producing electricity.