For every temperature, there is some amount of water vapor that can exist as gas mixed in with the air. This is called the saturation pressure of water at that temperature. The relative humidity is the amount of water vapor, expressed as a percentage of the saturation pressure. As you increase the temperature, the saturation pressure increases.
Steam is water in its gaseous phase.
You can't see water vapor, you can't see steam, but you can see mist, which is water droplets suspended in the air.
When you boil water on the stove, you get steam. This then cools when it comes into contact with the air, increasing the relative humidity above 100%, so the water vapor condenses into mist.
If the relative humidity is bigger than 100%, water vapor will condense from the air, becoming dew and/or mist. If the relative humidity is less than 100%, water will evaporate into the air, becoming water vapor.
If the wooden bridge is warmer than the surrounding air, and the relative humidity is around 100%, then water will evaporate off of the wooden bridge, turning into water vapor (the relative humidity is lower right next to the bridge, because the bridge is warmer). When the air containing this water vapor rises and cools, water condenses out of it, turning into the mist that you see.
Here is a graph of the saturation pressure (from this website). Note that at 100°C, the pressure is $\approx10^5$ Pa $=1000\,$hPa, which is roughly atmospheric pressure. This means that at 100°C, you can have pure water vapor at atmospheric pressure. This is why water boils at 100°C at sea level—a bubble of steam can form below the surface of the water. At higher altitudes, the boiling point can be substantially lower.