Your best introduction to this interesting and controversial subject would be Jay Leno's many videos. He's hardly got all the information--after all, steam engines have been around for a very long time--but he happens to own several steam vehicles. Names include White, Stanley and Doble.
His mechanics have been active in redesigning some of the innards of the automobiles in the course of restoration. You would not know it just to look, but his Doble has modern brakes hidden inside what appear to be original brake drums.
More information than you could possibly read and understand exists on steam powered equipment, including pumps, tractors, locomotives, steamships, and even aircraft. Go and look all this stuff up yourself!