If we have a closed container with say some water in it and I continue to heat it until all water changes to steam and I still continue to heat it, what will happen? I assume that the container can withstand any amount of high pressure so it will never explode.
As long as there is some room in the container (it is not literally full of water) the steam will just get really hot. This is because pressure is proportional to temperature (Gay-Lussac's Law). So as the pressure builds inside the container, the temperature will increase. In your experiment if the container can withstand any pressure (and hopefully it can withstand the heat), then the temperature will get very high.
Assuming a closed system, assuming container survives, and since by hypothesis it will resist high pressure to never explode, the Zeroth law of thermodynamics is clear: Given sufficient time, the container, and the steam, will be at the same temperature of the heat source (say.. a flame, or whatever).