Steampunk is a sub-genre of science fiction that takes many Victorian/Industrial Age technologies, and then thrusts it into a futuristic world. In a steampunk world, there might be flying machines, computers, and ray guns - but built from copper, wood, brass, and using steam as a power source. It's a unique blend of the future and the present that makes steampunk unique.
As opposed to airplanes which used fixed wings and pure propulsion to fly, airships use some type of air bag (a ballonet) that holds a gas that is less dense than air. When the ballonets are inflated with helium or hydrogen, it provides the lift for the craft to take flight. And when the airship takes to the air, you can use a series of propellers and rudders to steer the behemoth.
Airshps can be used for reconnasance, transport of supplies, or as weapons of kick-ass destruction. And you can bet that these airships are piloted by cocky, arrogant captains...willing to take you to your destination, but only for the right price.