Rockets come in many different varieties.
A bipropellant chemical rocket burns a fuel (liquid hidrogen, kerosene, ethanol, hydrazine...) with an oxidizer (liquid oxigen, fluorine, nitric acid...) to produce hot gases to eject. There are also solid fuels, like black gunpowder and various plastic-metal mixes. These are the biggest rocket motors, which carry (carried) the Soyuz, the Apollo, the Shuttle and many more space vehicles up to there.
There are monopropellant chemical rockets, much smaller things, where hydrazine is reacted in a catalytic chamber to generate the gases. Here nothing is burned, the chemistry is different.
Even smaller rockets use pressurized gas (nitrogen usually), and just release the amount of gas as needed.
These smaller rocket motors are used to orient the spacecraft, that is, to turn it around to look wherever it needs to look to do its job.
Ion engines are also rockets, but they use electric fields to accelerate ionized gas, which is ejected from the engine.
However you produce the mass flow out from the rocket motor, it always comes down to the principles already described.