When water (a liquid) turns to steam (and escapes the tea kettle through a narrow hole, creating a whistling sound), it undergoes only a physical change. Water and steam are identical on a chemical level; both are made up of H20 molecules.
Water takes to the air in the form of steam because the heat from the stove causes the water molecules to move faster. Because the molecules are moving around rapidly, they spread out. Each molecule takes up more space, leaving empty room between molecules. Eventually, the molecules enter into the air in the form of steam. Throughout this process, they remain H20 molecules; they just bounce around faster.