Explanation:

- A steam engine primarily converts the heat energy of steam into *Mechanical energy* by using the expansion of steam to move pistons or turbines.

- Option 1: Electrical energy - While a steam engine itself does not produce electrical energy, mechanical energy from a steam engine can be used to generate electricity in a power plant.

- Option 2: Chemical energy - This is not relevant to steam engines, as they do not produce or convert chemical energy.

- Option 3: Mechanical energy - This is the correct answer, as steam engines are designed to convert heat into mechanical movement.

- Option 4: Thermal energy - While steam engines begin with thermal energy, they do not convert heat energy into more heat energy.