Which of the following objects works by burning fuel to push hot air toward the ground and create thrust to use in lifting off?

Rockets, space stations, space probe 

So the choices are A. rocket B. space probe C. space station D. All of the above

Strictly speaking, only the rocket would burn fuel and create thrust to lift off.  A space probe and a space station are launched into space by sitting on top of a rocket. They do not have enough fuel to lift off by themselves.

So I say the ans should be A.