Depends on how far out it is from the nearest star. Inside the orbit of jupiter exposed ice will sublimate into steam thanks to heating from sunlight, outside it remains ice. This is actually what a comet is, namely a ball of ice from the outer solar system orbiting in close to the sun and sublimating off. The steam is so loosely bound thanks to the tiny gravity of the comet that the solar wind blows it away, creating the visable tail.