A rocket is a giant fuel tank, with an engine at the bottom, fancy pumps to push fuel into the engine (really fast, as much as a few tons of fuel per second), and a computer so it can fly correctly.
A rocket on TV is actually two rockets, a big rocket on the bottom, with a small rocket on top.
Both the big and the small rocket have powerful engines that burn the fuel and shoot the really hot exhaust out the back through those big nozzles. The engines can tilt a bit and that's what the computer uses to steer.
The walls of a rocket are thin so they aren't too heavy, but strong so they don't bend when they push through the air really fast. Most of the weight of the rocket is just fuel.
The job of the big rocket is to get the small rocket up above the atmosphere, and then turn and start to move sideways fast. Once it's empty, it disconnects because it's so heavy. That takes about three minutes.
The small rocket then speeds up even more so that the satellite in its nose cone will stay in orbit around the Earth once it's released. The rockets that took people to the moon actually used three rockets stacked on top of each other!
A rocket has lots of cameras and detectors and radios installed so its computer steers it properly, and so it can communicate with people back on the ground.
The big rocket also has a self-destruct device, so if it steers the wrong way, it can be stopped before it crashes into anyone.