[quote=@Lucidnonsense]
HG wells counts as steampunk right? can I play something akin to the martians from HG wells but a little less Conquest minded. Though they will also be a little less powerful in logistics, because of the difficulties of interplanetary transportation.

Perhaps Wherever they come from has very little aetherium, and the group that is on this planet is some kind of mining operation, perhaps they have subjugated a primitive nation to mine for them.
[/quote]I actually wanted to play as HG Wells Martians in a few steampunk games prior so this is an amazing twist of irony that I get to be on the GM side now.
Short answer, yes, you can.
Long answer is that you better be rather through with it so your Martians can fit into the game. I made multiple profiles for them so perhaps I can provide you with a few examples how.