Hi Stradivaius,
The use of steel for boilers is a sticky subject!
First off what is the grade of steel?
Secondly, what is the yield point at, say 250C, which it will have to withstand in use.
Just those two factors have a huge bearing on the safety of pressure vessels. The fact that a compressed air tank needs Xmm of wall thickness will become most likely 3Xmm for steam at the same pressure because of the high operating temperature and the continuous cycling between cold and hot. So yes there are very good books on the design of steel boilers and the subject is well documented for full size boilers. But as far as I am aware no such design rules exist for model size boilers. Remember the statement "You can't scale Nature".
I think before you get too involved you need to speak to a knowledgeable boilersmith and explain what you would like to do. He may think it is possible but then again he may warn you off.
Another factor to consider is corrosion. In a full size boiler with a wall of, say, 20mm plate a little corrosion pitting of 2mm depth isn't of much concern. But in a small boiler it will corrode and pit to a similar depth. So if the wall is, say 4mm then the pit is now 50% of the depth and is a serious concern.
Copper on the other hand is pretty elastic under high temperatures and has much better heat transfer than steel. Hence, why it is the traditional choice for modellers, although the material cost is much higher. By being more elastic it can safely expand a bit to withstand the pressure and it doesn't work harden to the same extent as some grades of steel. Boiler plate or tube is not your average MS sheet or pipe, it is very special and costly, so the difference between it and copper is not much different.
Sorry to throw cold water on your plans but you need to unedrstand these parameters, it could save your life!