Nah, for a first step implementation in stationary applications, you can have a steam machine run an open circuit. Steam expands, performs work, exits through a valve. Just keep the water tank filled. Less efficient, but it would work. The return loop is an optimization for the next stage :)

For better efficiency the steam should be used twice, in a high pressure circuit first and on its way back to the boiler through a low pressure circuit.

I like my steam very well cooked. I let It cook down for a couple of hours.