All big rockets are burning either gas or fluid to create thrust. While this is so, I have filled up a plastic bottle with air at high pressure, and it can go long distances by blowing the pressurised air at reverse direction. If my bottle can do this without using any fire, why don't rockets just use air? How is the effect of combustion in thrust?
What the rocket does is holds the propellant in a lower-pressure, easier to store form, with higher energy density. Basically you have a lot of that kinetic energy you'll need in the form of chemical energy. Then you can pipe that fuel to the combustion chamber and ignite it there. At that point all that chemical energy is released in the form of expanding gases and heat.
So, instead of having a very heavy container holding all that hot pressurized gas, you just have a smaller container holding your fuel.