Spa and Steam room

Spa noun - A building or room used for sports activities and exercising.

Steam room and spa are semantically related In some cases you can use "Steam room" instead a noun "Spa".

Steam room noun - A room that can be filled with steam in which people bathe; `vapour bath' is a British term.

Spa and steam room are semantically related in room for bathing topic. Sometimes you can use "Spa" instead a noun phrase "Steam room", if it concerns topics such as toilet use.