First, they’re designed and built so that they’re aerodynamically stable and will tend to remain pointed in the same direction as they move through the air. Second, they’re steered, just not from the nose. There are a couple of ways to do this. Many rockets have what are called gimbaled engines. This means the engines can move around and point in different directions to steer the spacecraft. On the space shuttle, the SRBs and the orbiter’s 3 main engines could gimbal. Another option is to have the main engines be fixed but to have smaller engines called vernier engines located around the side or the base of the rocket be movable to steer it. The Soyuz has these. Once outside the atmosphere, this becomes irrelevant because there are no aerodynamic forces acting on the vehicle, and it just uses small thrusters to change its orientation.
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