Put on proper safety goggles and gloves. Set up the hot plate so all observers can clearly see the top of the plate. Set the hot plate to heat beyond 212 degrees, as this is the boiling point of water.
Place several pieces of ice on the hot plate. Explain to your observers that ice is solid due to the highly compact nature of its molecules, which are constantly in motion. As the heat of the ice increases, the molecules move faster and spread further apart. This is why ice remains a solid, and water is a liquid.
Point out to your observers that the solid phase of ice changes to water when the heat is sufficient. They will observe the pieces of ice growing smaller, while the water on the plate increases. At this point, add dry ice to the plate, if desired.
Point out the emission of steam when the water is properly heated. Just as when the ice changed its phase to water, the molecules of the water move faster and become more spread out as the temperature increases. When the water is sufficiently heated, the molecules spread out enough that the water molecules are released into the air. The accumulation of these molecules is what we see as steam.
Dry ice changes its phase directly from solid to gas in a process called sublimation. This is due to the atmospheric pressure being insufficient to create liquid carbon dioxide from the solid dry ice compound.
Point out to your observers that there is an additional state of matter known as plasma. This is a state of matter similar to steam in which the individual particles of the matter become ionized. Note that the transfer of heat is the transfer of energy, which is why plasma requires great heat and/or pressurization to create.