Welcome to the forum and I like the idea of a steam engine. Do some research on
steam engine Watt fly-ball
steam engine centrifugal speed control
steam engine centrifugal governor
That should get you started. It is a purely mechanical thing and it is not called a "Watt" speed control for nothing. The man himself invented it and it has been used largely unchanged since then on about a zillion engines. Also they look really cool in operation.
A Cautionary note: A steam engine is quite a simple device, but the boiler that delivers the steam under great pressure is not so simple. Please be sure you know what you are doing with the boiler side. I'd suggest buying the boiler.
Also your local State, County and/or City may require it to be Certified, and they do that for a VERY good reason.