Put a rubber band on it https://www.youtube.com/c/Putarubberbandonit
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Pressure gas capsule/bulb/canister (empty OBVIOUSLY)
Tea light or candle
Some history on Pop Pop boats you look at this Wikipedia link on the subject http://en.wikipedia.org/wiki/Pop_pop_boat they have been around since at least 1891 when a patent was filed by a Frenchman named Thomas Piot.
HOW DOES IT WORK?
Water in the boiler is turned to steam. The steam has a greater volume than the water so it pushes out of the boiler and down the tube. In the tube it cools, condenses and contracts so it is drawn back into the boiler and the process repeats. The action of the steam pushing into the tube pushes the existing water in the tube out the back and that drives the boat forwards. The steam condensing and contracting draws water back into the tube ready for the next push.
If your next question is "why doesn't the boat oscillate backwards and forwards due to this push-pull effect?" try blowing a candle out and then try sucking a candle out and you will see the blow is fairly directional but the suck is not.
Pop Pop boats playlist https://www.youtube.com/playlist?list=PLA5a2xPRSrB2M0m754LkqMXQFwFRAS3HK
Toy Boats playlist https://www.youtube.com/playlist?list=PLA5a2xPRSrB24vUS9E8zkSgjZysEL00zr
Daryl Foster devotes his channel to Putt Putt boats and here is the first one on his channel also back in 2009 https://ai-tube.com/videoai/4Gmujsvg6rH
Daryl Foster's last pop pop boat video https://ai-tube.com/videoai/1lLIUsokX9t
Here is the link to DaveHax tutorial which I found excellent https://ai-tube.com/videoai/0xv9Xgn8t14
sciencetoymaker has a full step by step tutorial series on putt putt (pop pop) boats starting in January 2009 with episode 1 here https://ai-tube.com/videoai/2MS0zwehNkZ
Here is a good video on tweaking the speed of these boats https://ai-tube.com/videoai/C2foFX79r4t
This link that explains the general annealing process without getting too technical http://steamshed.com/annealing%20process.html and here is a YouTube video on the subject by George Goehl https://ai-tube.com/videoai/3wFm11ym8ZN