What two things are needed in order to be able to convert heat into mechanical energy?

Answer 1

You need fuel and some means to burn that fuel to form heat. Then you need some method for capturing that heat and converting it into kinetic energy.

The simplest example is a rocket ship running off a chemical fuel, like hydrogen. Mixed with liquid oxygen, the hydrogen fuel is burned at a very rapid rate...some might even say a continuous explosion. The thrust of the directed explosion, through a rocket nozzle, then propels the rocket...gives it kinetic energy.

Answer 2

You need something to heat, such as water, creating steam.