[@Jotunn Draugr] 
Yes, you can have steam-powered and coal-fired engines, I have them myself, but remember that they are larger and produce less power. To quote from a wikipedia page on steam trains:

[quote]Steam engines have considerably less thermal efficiency than modern diesels, requiring constant maintenance and labour to keep them operational. Water is required at many points throughout a rail network and becomes a major problem in desert areas, as are found in some regions within the United States, Australia and South Africa. In places where water is available, it may be hard, which can cause "scale", composed mainly of calcium carbonate, magnesium hydroxide, and calcium sulfate. Calcium and magnesium carbonates tend to be deposited as off-white solids on the inside surfaces of pipes and heat exchangers. This precipitation (formation of an insoluble solid) is principally caused by thermal decomposition of bicarbonate ions but also happens in cases where the carbonate ion is at saturation concentration.[55] The resulting build-up of scale restricts the flow of water in pipes. In boilers, the deposits impair the flow of heat into water, reducing the heating efficiency and allowing the metal boiler components to overheat.[/quote]
In short: be prepared to invest a lot of water and other resources to maintain steam engines (especially larger ones) as well as good bit of manpower. If you're wondering why I'm telling you this is so that people in general don't see steam engines as a one stop fix for conventional gas engines and somehow work flawlessly.