Made of steam huh? Since it probably has no body cable of being wounded, it's unlikely conventional methods will work. That's not to say there is no solution, though.
Magma is the cause of and solution to all of a Dwarf's problems.
You'll get a nice bit of obsidian out of it too, if you like.
Even though something made out of hot water vapor bathing itself in a river makes no sense whatsoever. Make it a summer house if it's friendly, it'll fight off sieges for you, you can collect the loot, and when it's nothing but dismembered/mangled body parts, it'll distract any enemies until you reach it and give it a proper dwarven burial (that is, leave the magma pumps on overnight inside the summer house).
While the save is nice and all, I think the result is probably predictable: eternal battle or a lucky "decapitation" (for a spider, ugh D:) that ends it in a couple moments. Anything that doesn't have blood can't bleed it, it must have its spine severed or brain destroyed. Anything without a brain must have its spine severed. Anything without an actual spine must have its "head" removed from its "body". Any single masses with a head and body as one being are effectively immortal.
Until you get magma or bridges involved.
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Ack, so many posts while I'm posting this. I think, Neo, that forgotten beasts/titans randomly generated from random materials seem to function differently from
the spoiler creatures. Some spoiler creatures seem to behave in specific ways sometimes, including a certain steam one you may be thinking of, that in my experience, has a shell and a body, and explodes steam outwards when ruptured. There's also an actual being that's made of steam, but it still seems random-material creatures function differently.