How do I make a rocket?

You can use the AddForce () function instead of the constant force function.

IMPORTANT: Be sure to add a Constant Force Component to your rocket. Create a C# script on your rocket and attach this to it:

     ConstantForce thrust;
             public Vector3 rocketDirection;
             Vector3 copy;
             public float xlrate;
             void Start () {
                 thrust = gameObject.GetComponent<ConstantForce> ();
                 copy = rocketDirection;
             }
             
             void Update () {
                 if (xlrate >= 20f) {
                     xlrate += .025f;
                 }
                 if (Input.GetKey (KeyCode.Space)) {
 thrust.force = rocketDirection * xlrate;
                     rocketDirection = copy;
                 }
                 if (Input.GetKeyUp (KeyCode.Space)) {
 thrust.force = rocketDirection * xlrate;
                     rocketDirection = Vector3.zero;
                 }
             }
         }

Note: Set the xlrate to something reasonable like 2 or 3. And for the Y position on rocketDirection, somewhere between 10 and 20.