Traditional sauna: heat first, humidity in bursts.
A traditional sauna heats the room and a mass of sauna stones. When suitable water is thrown onto hot stones, it vaporizes and produces a temporary humidity experience commonly described with the Finnish word löyly.
Heater design and stone mass affect that experience. Water should only be used when the manufacturer permits it, and the current operating instructions control.
A steam room is a different system.
A dedicated steam room uses a steam generator and is designed around sustained, very high humidity. That changes waterproofing, surfaces, drainage and construction. A traditional outdoor sauna kit should not be treated as a steam-room enclosure unless its manufacturer explicitly approves that use.
Domain terminology reflects common search language. Throughout this site, “outdoor sauna” means a traditional heated sauna unless a dedicated steam room is explicitly identified.