First thing you need to do is decide whether you want to do an impulse turbine or a reaction turbine.
Impulse turbines are are a lot easier to make and can be based on a pelton wheel design. As mine are. They are really designed to be used with water power, but I have found they run rather well on a generated gaseous jet if you can keep angles and diameters of nozzles, pocket depths and exhaust under control. Model loco builders use this method for electricity generation for their models.
Reaction turbines are very similar to a gas turbine engine, but running in reverse. They can be rather difficult to make. But do have the advantage that all the power is extracted from the expanding steam, and so a lot more efficient. It is this type that is used for mains power generation, and steam powered turbine engines.
Here are a couple of impulse turbines I designed and made. The first one is a single rotor, just goes one way, ideal for small power generation. On the three rotor version, the intro shows pics during the build, and it does have full proportional control, both forwards and back.
"http://uk.youtube.com/watch?v=KW6V7JWbQwk"]YouTube - Model turbine working hard
"http://uk.youtube.com/watch?v=1_Ey8v7fgig"]YouTube - Three Rotor Turbine
I hope that this has given you a little insight into the workings.