It should be thrusting downward...? or in the direction of the wall...? Or both?
That depends entirely on you. You are the author of the puzzle. As others have pointed out in comments, if the tubojet is pointed downward, and if its thrust exceeds the weight of the vehicle, then you don't need the wall (or the car's engine) at all. The turbojet alone can lift the car.
If you choose to point the jet horizontally, so that it only presses the car's wheels against the wall, then you need to meet two conditions for the car to be able to climb:
The car's regular engine must be able to generate enough torque at the wheels to lift the weight of the car, and
The jet engine must press the wheels firmly enough against the wall that the static friction between wheels and wall can hold the weight of the car.
In order to know how much thrust the jet must make in this case, you need to know the coefficient of friction between the rubber tires and whatever it is that the wall is made of. The greater the coefficient, the less hard the jet needs to thrust.
According to my sources, the coefficient of friction between rubber tires and a concrete surface is somewhere in the neighborhood of 1.0. If that were true, then the thrust provided by the jet would have to be the same as the weight of the car.
The most economical answer in that case would be to point the jet straight down, and not use the car's regular engine at all.
If the coefficient of friction were greater than 1.0, then you could maybe find a more economical solution using less thrust, at a different angle, but I'll leave that as an exercise for the reader.