This question is taken from AQA 2016 question 1 part 2, http://filestore.aqa.org.uk/sample-papers-and-mark-schemes/2016/june/AQA-74071-QP-JUN16.PDF

The force is acting on the air by the engine. By Newton's 2nd law, force is the rate of change of momentum. The air is acted by a force, so it accelerates and has a change in magnitude.

By Newton's 3rd Law, all forces between two objects exist in equal magnitude and opposite direction. When the air is acted to the right by the engine, there is an equal and opposite force acted on the engine. The air moves backward, so the engine must move forward.