option a. rockett.
The rockets are lifted by the reaction force (third law of Newton) that the gases (hot air) expulsed by the rocket exert of the rocket.
The situation is that the gases are expelled with tremendous force. The force exerted by the gases are the action force, then the reaction is the force that the gases exert on the rocket, which is the mentioned thrust.
b) space station:
The space station are just orbiting aroud the Earth (or it might be other planet), so the do not a thrust. The gravitational attractive force of the object around which it orbits do the work.
c) space probe:
Space probes can not rely on burning fuel as 1) they would need a vast amount of fuel and so the space probe would need to be huge, and soon 2) they would run out of fuel.
Space probes use nuclear energy, since small amounts of the radioactive substance are able to provide huge amounts of energy.
the answer is all above you are welcome