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Jet engines and rocket engines work on the same principle. Both mix air and fuel to ingite a combustion, which will then press on every side of the engine except for the exhaust in the back, because you can't push against a hole. Since there is more push on the front of the engire than on the back, forward thrust will be produced.

The difference is that there is no air in space, so rockets need to carry their oxydizer with them, while jets use the air around them. Jet engines have two holes, one for intake and one for exhaust, where rockets only have one for exhaust.