There's only two sources of power on other planets/outer space, and that is nuclear and solar.
Wind and water and biomass and geothermal and fossil fuels are out of the question, because of lack of said things or lack of oxygen to burn anything.
That being said, "nuclear" only works if it's steady-state and does not use water/air input. That excludes steam engines and such, and basically only leaves RTGs (Radioisotope Thermoelectric Generator).
These are solid-state devices (meaning they have no moving parts) and convert the heat directly into electricity using TEGs (Thermoelectric Generator). They don't need water or air input.
RTGs have an overall fuel efficiency of around 3-5%, meaning they translate around 3-5% of the radioactive decay heat of the nuclear material into electric power output.
What about fuel cells? You can get energy from chemicals without burning it. Also anything that can move a magnet could technically create electricity. Geothermal temperature differences should be possible as well. I mean they are not good solutions im just saying once your on a planet there are possible options.