Steam rooms are heated by a generator filled with boiling water and the steam is expelled into the room with a small spout (sometimes with a small reservoir on the top for aromatherapy oils) . While a sauna may help relax and loosen your muscles, it won't have the same health benefits of a steam room. The key to the steam room's unique health benefits is the humidity. A steam room is heated to a temperature of about 110 degrees Fahrenheit. Sitting in the room makes you sweat copiously.
The roof will normally need to be a waterproof material and should be sloped to avoid any cold drips landing on the user. A full sealed door into the room is ideal and usually the easiest way is looking at a bespoke shower door. Wetroom formas (trays) and wall tanking can be used in these setups and you can even get preformed waterproof seats ready to be tiled on (add underfloor heating onto the seat for a comfortable experience)