I had to check what that thing is first - it doesn't seem to be anything sauna related.

Do you only have that thing, or also a proper sauna oven? If you do have an oven I'd just use that for the steam, if not you might want to start by searching data sheets from the manufacturer - I'm not sure if you'll be able to find useful tips for your unit here.

I don't have experience with the company or that sauna - though it looks pretty low on those pictures, and it seems to have two rows of benches roughly at the heights where a finnish sauna would have the first/second row, so the third one is missing.

As for the connection, you can have the cables laid inside the walls - but unless somebody thought about that and prepared a duct that'll mean cutting a deep slit along the complete route, putting the cable in, and closing the wall again - it's dirty, loud and expensive. So unless there's a good reason for putting the cables inside the wall on top is often the more sensible option.

1983 aka 40+ years old

Not really such a big surprise - my sauna has the original Helo heater from when the house was built in 1979. The timer recently started to get a bit opinionated - but other than that it's working fine.

Do you have a picture of the controls? No type sign or anything with some more specifications on one of the other sides?