The function of a rocket nozzle is to allow the thrust to be focuses and amplified. It also prolongs the burn time and greatly increases performance.
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Jump on a red box with a weird symbol on on it and take nozzle that comes out. You have obtained the rocket nozzle.
To shoot the rocket up into the sky.
It depends on how many shines you get. when you have enough shines shadow Mario will appear holding a rocket nozzle, turbo nozzle, or a Yoshi egg
Rocket Nozzle
you need to have enough shine sprites (or blue coins i don't know) but in super Mario 63 you can only make the rocket nozzle appear by getting the first key