Most are activators already to be able to emit sound, I think just adding a on activate with cast or explode spell to the Sound_Steam script would work, something like this
if ( OnActivate ) cast "fire bite" playerendif
OnActivate probably won't do it. Only a knuckle-bob would click on a steam line, even if you could. The lack of collision is going to make that difficult.
Also since steam doesn't have collision, you can't use hurtcollidingactor either, but you could create an invisible activator (something simple, like a long column) that does have collision and is placed in the steam field. This would harm the colliding actor, and then disable itself. If done in a frame or two, no one would even notice - even if you were running. Then, after a second or so, have the activator re-enable itself, and repeat. It's not entirely fool-proof, but it would probably work - and better yet, you couldn't escape the damage by levitating.
A more foolproof method would be to have the column rapidly change direction away from the player (such as change Z by 100 points in one frame for a vertical steam vent). Then, after a few seconds, raise the column. This is better because it has less risk of trapping the player (by enabling it while the player is still standing where the column was). It will still retrigger once it rises high enough to hit the player again. (I believe - I haven't tried it yet)
Also, you can simply hurt the actor directly. You don't have to add a spell unless you want the damage to linger. Look at the lava scripts for an example.