The first law applies to rockets because when the rocket is standing still and it waits to get move. An object moves with the direction of the force it pushes. When the force direction is going up so the rocket is going up because it is the direction of the force.
The second law applies to rockets because since the rocket has a lot of mass there has to be a lot of force to lift up the rocket. The second laws talks about how much mass the object has the more force to push it, so since the rocket has a lot of mass there has to be a lot of force to push the rocket.
The third law applies to rockets because it says that in every force there is always an opposite force. So in rockets the thrust is pushing down and then the force is pushing up. The thrust and the force is the opposite of eachother.