The location where thrust is created in a jet engine heavily depends on flight Mach number. While in the static case it is mainly the nozzle, at supersonic speed more than half the thrust comes from the intake. Key to understanding thrust generation is the knowledge about the pressures and speeds along the path of air through the jet engine.
According to Bernoulli's law, pressure is equivalent to potential energy while speed is equivalent to kinetic energy. Now you will say that Bernoulli does not apply for the flow inside a jet engine, and that is partially correct. As soon as external work is done on or by the fluid, Bernoulli does not apply. But in between, when pressure is converted to speed or vice versa, his law explains well what goes on.
Next it is helpful to know how that conversion between pressure and speed works. While at subsonic speed converging flow will reduce pressure, increase speed and leave density mainly unaffected, at supersonic speed converging flow increases both density and pressure while reducing speed.
Now have a look at a supersonic intake: It slows down the oncoming flow via a cascade of steepening shocks (or a simple, straight shock in pitot intakes) such that speed inside the intake becomes subsonic. In order to keep the rotating turbomachinery in fully subsonic flow, the intake now widens past the intake face in order to slow down the air to about Mach 0.4. (In the Concorde intakes, even at a flight speed of Mach 2, the flow speed at the first compressor stage was Mach 0.38). This widening flow channel has a larger exit and a smaller entry area. If you now integrate the pressure component in the direction of flight over the intake wall area, this area and pressure difference translates into substantial thrust.
Of course, the whole intake-generated thrust would not work if it weren't for the jet engine which sucks all that incoming air in. Now work is added at each compressor stage so pressure increases while flow speed is roughly constant. After the last compressor stage, the diffusor decelerates the compressed air again, adding a bit of thrust, such that the air will not blow out the flame inside the combustion chamber. Burning the fuel greatly reduces density and increases flow speed while pressure remains almost constant (save for some pressure drop due the Rayleigh effect). This increases the kinetic energy of the flow without affecting potential energy much. Also, what happens in the combustion chamber has not much effect on thrust.
In the turbine the opposite happens to what happened in the compressor: The flow does work on the turbine and keeps it spinning, thereby losing pressure. The pressure that remains is converted into speed in the nozzle. This is the second large source of thrust, similar to a rocket: The area ahead of the nozzle is larger than the backward-facing area inside the nozzle, so this pressure pushes the jet engine forward.
In the static case, the intake and compressor have to accelerate the air, so they produce a bit of drag. Now, in the nozzle, the remaining pressure is converted into speed and since the flow is fully subsonic, this is done in a converging flow. On the other hand, if an afterburner is involved, the exit speed becomes supersonic and thrust is maximized by using a convergent-divergent nozzle which adds a lot of thrust in that divergent section.