A nozzle operates according to the Venturi effect to bring the exhaust gasses to ambient pressure, and thus form them into a coherent jet; if the pressure is high enough, the flow may choke, and the jet may be supersonic.
Airbreathing engines create forward thrust on the airframe by imparting a net rearward momentum to the air by producing a jet of exhaust gas which has a speed that exceeds that of the aircraft.