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(First of all - kudos to WadCheber for inspiring this question)
When the DeLorean is first revealed, we see it exiting from Doc's Truck:
In the image I've given below, you can see there isn't much room to spare in the truck:
Bearing in mind the Delorean has gull-wing doors, how did Doc:
I'll answer this in the most likely answer there can be. Someone screwed up in the we didn't think this out because it just looked cool department.
While the door/ramp looks to be on a winch(s) (the extra ramp parts have red wheels as seen at 0:18, to allow them to fully extend), unless Doc could remote control the box truck, there is no possible way for him to get in and back out the Delorean.
Movie goofs, they happen.
There is only one explanation for how he could have done it, and it's almost Rube Goldberg in its nonsensical construction, even for Doc. He would have had to move the truck, lowered the ramp, got into the back, closed the ramp, climbed into the Delorean through an open window, allow the Delorean or something else to fill the cabin and the open windowed Delorean with smoke, closed the window, then open the ramp again to pull the Delorean out, all before the smoke dissipates. Even Doc isn't that freaking pointless or convoluted (I hope).
But as @WadCheber has linked to, the Delorean window is about the size of a bread box, making even that convoluted idea impossible without magic.
If both are at atmospheric pressure (14.7 psia), steam and boiling water are both at the temperature of 100C or 212F. If it was steam, Doc would have atleast second degree burns considering the closed space and the amount of screen time in the smoke. At best its fog, or some sort of movie smoke. At worst its actual smoke, but steam would have left him sweating or scolded.
A Delorean is 6'1" across. A Semi Trailer is at least 8' across. The door could've easily been opened enough for him to climb in. You only need about 7" to open it due to the rotation of it. Note the door in its full open position doesn't even go out from the side, because the hinge is inside.
Here's a video further showing this:
Still from the video showing a man exiting the vehicle about 12" (30cm) from a wall:
My guess is that the Doc loves to put on a show and always goes over and above with his inventions and when he is presenting ideas. Remember the intricate model set he designed in both this movie as well as the 3rd part of the series? He likes to do things with class.
This is the pinnacle invention, something that the Doc has been working on for nearly 30 years and has finally succeeded. Why not unveil it to Marty in a classy and memorable way?
My guess is that he likely used a remote control to control the back of the truck, drove onto the truck, closed the door just before Marty arrived and re-opened it again to roll out with a touch of pizazz. The smoke could have been from the DeLorean, or he could have wanted to add more to the effect with a bit of artificial smoke (such as a smoke machine generates). This would also explain why he wanted Marty to come to the Mall car park at such a specific time.
Either that or he used his other secret invention, the shrink ray, and got in through a window. :)
I'd say he got into the car while it was outside the van, then he drove the car inside the van and waited for Marty to arrive (that's why they had an appointment and doc even called him up to remind him..) allowing a few minutes delay he drove out to make Marty a surprise.
before that, doc obviously drove the car into the truck by remote to get it from his lab to the mall and then drove the truck to the mall.
