The momentum of a moving object is defined as the product of the mass and the velocity, and so is a vector - it has magnitude and direction .
Rockets work the same way, by throwing material out at high speed.
If you still suspect that really rockets push against the air, remember they work just as well in space. He seems to lack the basic knowledge ladled out daily in our high schools. In fact, as we discussed, the conservation of momentum in a collision follows from Newton's laws. This simplicity evidently appealed to Einstein, who was convinced that when dynamics was reformulated to include the new ideas about time and space, conservation of momentum should still hold true in any inertial frame . This led him to some surprising conclusions, as we shall see.