Here are 2 videos explaining how the Jet Engine works. In short, air is compressed by an air compressor into the ignition chamber where it is mixed with the fuel. The air-fuel mixture is then ignited causing it to heat and expand rapidly. The expanded and overheated gas is then driven through a narrow output which increases its velocity and this is what causes the thrust. The key of the operation is that the input and the output have each a wind turbine. Both turbines are connected mechanically with a shaft. The turbine at the output is moved by the expanded gas mixture providing mechanical power to the turbine at the front which is actually the intake air compressor. This is what makes the Jet Engine work as a self-sustain engine when the combustion begins.