Learn Finnish: Heitähän vähän lisää löylyä. - Make a little more steam, would you.

Heitä is the imperative (command) form of heittää (to throw). By adding the clitic -hän, you soften the command. It changes a direct and potentially bossy 'Throw!' into a friendly, casual request like 'Throw, would you?' or 'Go ahead and throw.'

Why does the sentence use a word for 'throw' (heitä) when the English translation says 'make'?

This is a fixed Finnish idiom used in the sauna. The phrase heittää löylyä literally means 'to throw steam'. In practice, it refers to the physical action of throwing water onto the hot sauna rocks to create that steam.

Why is the word for steam in the partitive case (löylyä)?

There are two overlapping reasons. First, as the object of the action, you are asking for an undefined, uncountable amount of steam. Second, it directly follows the word lisää (more), and any noun expressing what you want 'more' of must be in the partitive case.

How do vähän and lisää work together here?

Vähän means 'a little' and lisää means 'more'. Used together, vähän lisää is a very common everyday phrase meaning 'a little more'. They pair up to specify exactly how much extra steam you are asking for.