There is a chamber in the rocket with a hole at one end. High pressure gas, higher pressure than that of the outside of the rocket, pushes in all directions as it expands. Because there is a hole in the back of the rocket, there is no pressure on that end, only on the end near the front of the rocket. Therefore, a net forwards force happens.
It’s no different from a party balloon. High pressure inside a chamber that has a hole at one end and is covered on the other end. The only difference is that the rocket has fuel on board to refill the chamber with high pressure gas, since so much of it is escaping from the hole.
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