Get hot water and fill
Now the first step for you to get a lot of hot water in the bathroom. This can be done in a number of ways. You can either fill up your bathtub all the way with boiling hot water, which is mostly the option that most people opt to use.
Or you can go on and get a lot of buckets of hot water and place them in the bathroom as well. Try and get as many as you can, since the more the merrier in this case.
Get cold water
Now you need to remember that in order to create the steam, you are also going to need a lot of cold water. You need to get buckets of cold water, irrelevant to what option you choose in the first step.
Once you have all the cold water, try getting a smaller cup or something along those lines to help you pour the cold water into the hot water.
When the two bodies of water, which are at two completely different temperatures interact, they are going to end up creating steam, which is going to be your equivalent to having your very own sweat box.
Insulate and cover all exits
Now the last step is for you to trap all the steam in your bathroom. Firstly make sure all the exhausts are turned off, all the windows and the doors are closed and that there is no opening left in the room.
The next step is for you to insulate the spaces in between the windows and bellow the doors.
You can do this by simply placing towels in those areas, in order to maximize the amount of steam that you are creating.
Once all of this is done, all you have to do is sit back and relax.