For steam power, the theory is easy, but do you know the tolerances of the parts of a steam engine? Do you know how to make them all fit properly together so there is minimal or no leakage of the steam, when you are doing so without machine tools? Sure, making nails on a forge seems doable, but what about bolts, nuts and screws, which need to fit very closely together?
This. Steam power is very dangerous, especially for high pressures/temps. Thats why we have some many codes and regulations now because lots of people were hurt/killed. One of the oil companies in Alberta had a water hammer incident on a steam line about 10 years ago that tore their pipeline to pieces and threw thousands of pounds of steel hundreds of feet away. Completely leveled trees and everything. Scary stuff.