The rocket, mounted on top of the jet pack, is separate as shown in the lower photo.
It did not come with thruster cones, so I used air freshener tops. Please note that the air fresheners have caps that can be removed. Instead of just glue, these were screw mounted to the thrusters as shown.
I would recomend phillips head screws, instead of the flat head seen here. They were very difficult, even with a drill, to install. The phillips head would have made this much easier.