Do you see the Pipepipe that goes straight up from the boilderboiler? There exits the steam. You need to connect this part to the boiler, and also make sure coal is added. TheyThe way it is seen in your picture, it only passes cold water to the steam engine.
Edit: On the Wiki Page, you can see the symbols for water and steam and where thethey connect.
Edit 2: If i remember correctly, the "Alt"-KeyAlt Key is used to toggle the information view.