Rockets are giant fuel tanks, with an engine at the bottom, and a small computer so they can fly correctly.
The rockets on TV are actually two different rockets, a big rocket on the bottom, with a smaller rocket on top.
Both the big and the small rocket have very powerful engines that burn the fuel and shoot the really hot exhaust out the back through those big nozzles. The engines can tilt a little bit and that's what the computer uses to steer to stay on course.
The rockets have to be built with thin, but strong walls so that they aren't too heavy, but still strong enough so they don't bend when they push through the air. 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 it's 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!
Rockets have to have lots of cameras and detectors and radios installed so that their computers can keep them on course at all times, and so they can communicate with the Earth if necessary.
The big rockets (first stage) also have to have a self-destruct device, so if they ever go off course, they can be stopped without any chance of them going near people.