Yeast makes the gas that blows them up. Men and women have been baking leavened bread for thousands of years. Leavened bread is the kind with bubbles in it. It wasn't until 1876 that Louis Pasteur discovered that the stuff that made bread rise was actually alive. That stuff is yeast - a microscopic plant.
Yeast is a fungus that feeds on sugars.
Cooking destroys the alcohol and kills the yeast. But the bubbles are left behind, and that's why bread is soft. Now sprinkle the yeast on the water. Don't mix it. Wait 20-30 minutes without looking.