Ground to ground (typically green). Neutral from the panel to L1, L1 (or L2) from the panel 240vac to L2. In the USA, with our 120vac circuits, it really comes in as 240vac with the neutral mid-point on the transformer coil so to get 240, you just go to each side of the supply. 120vac is split into two halves, L1 is 120vac to the mid-point on the transformer (neutral), and L2 is the other half of the 240 going to the neutral.
Where you live, you either have 480vac coming in, and L1 to L2 from your supply may be 480, with the neutral again, half way (to get 240vac); or you have 240vac coming in, and you don't really have L1 and L2 and only have say L1. Doesn't really matter, as long as what you input into the steam generator has 240vac and you properly ground it, it should work.