Anyone wearing an armored suit powered by steam is considered a Steam Knight. Though theoretically members of any intelligent race can be a Steam Knight, both Steam Knights seen in the series thus far are members of species who would be at a severe disadvantage on the battlefield without a steam-powered suit: an armadillo and a goblin.
Steam Knights are generally considered to have high Defense and modest Attack. Their movement varies, but in both cases so far is quite low, making it best to keep them on the front lines. If given the chance to get in on the action, they should have no problem staying up to speed with the rest of the party.
Unlike most character classes, Steam Knights use different weapons according to each individual. However, they always use at least one weapon type which works at close range and one which works at long range, giving them the same versatility as adjective-less Knights.