Rockets move in space by pushing on the gas that flames out from their engines. This is based on Newtons third law of motion, which states that for every action in nature, there is an equal and opposite reaction. When the rocket engine ignites, the exhaust gases go in one direction, and the rocket goes in the other direction to keep the total momentum of the system constant. This momentum change of the gases gives the rocket the "push" to go forward, which is called the thrust of the rocket. The thrust depends on the speed of the exhaust gases and the mass of gas being expelled each second. In space, the exhaust gases can exit much easier and faster since there is no atmosphere, thus increasing the thrust.
Rockets carry everything they require into space, including the oxidizer needed for combustion. The rocket engine operates using combustion, where the oxidizer and fuel react in the combustion chamber, and the combustion products emerge from the nozzle.
To steer the rocket towards an orbital trajectory, gradual adjustments are needed, but a severe misalignment can send the rocket whirling out of control. Rockets work better in space than they do in air since there is no resistance to propulsive motion.
In summary, rockets move in space by expelling gas out of their engines, which generates thrust based on Newtons third law of motion. Rockets carry everything they need into space, including the oxidizer needed for combustion. Gradual adjustments are needed to steer the rocket towards an orbital trajectory.