We knew how to make things like Hero's engine (https://en.wikipedia.org/wiki/Aeolipile https://en.wikipedia.org/wiki/Aeolipile) since ancient times, so at least

We knew how to make things like Hero's engine (https://en.wikipedia.org/wiki/Aeolipile https://en.wikipedia.org/wiki/Aeolipile) since ancient times, so at least there was some intuition that something like the steam engine could be made, even if it escaped our ability. When it comes to building steam based devices the biggest difference to people back then is probably our knowledge of thermodynamics, which grew explosively (no pun) since the mid 17th century.