If you are planning to boil water at low pressure, it will happen at low temperature, which means you need an even lower temperature to condense the spent steam back to water. An efficient heat engine will operate across a significant temperature difference - the bigger the better. Dissipating heat in space can only be done by radiation; the higher the temperature, the higher the rate for a given surface area. That means a practical steam engine would work more efficiently using a high temperature (therefore high pressure) boiler and a high temperature radiator to condense the spent steam (also necessarily operating at significant pressure). Ambient pressure (or lack of it) is irrelevant. There is nothing about the lunar environment that could be uniquely exploited by steam power; indeed the lunar environment poses numerous challenges to the feasibility of steam power.
Steam engines on Earth are practical and efficient because they boil water at high temperature and almost alwaystypically have access to an effective heat sink in the form of a large river (for stationary power plants) or the body of water on which they operate (ships) and can condense spent steam at relatively low temperatures because of the efficacy of the available heat sink.
Concepts for power in a space environment that are more practical would use solar electric panels. On the Moon, aside from its poles, any given point on the surface is illuminated for about 14 days and in darkness about 14 days. That means you have to either collect solar power at the surface and store it for when you need it, or use devices in lunar orbit. There are concepts for large-scale chemical batteries which might fit the bill for storing energy. Alternatively, solar power could be collected in lunar orbit and beamed to the surface as microwave energy, or simple orbiting reflectors could shine onto solar collectors on the surface during lunar "night" at a given location.