The airframe is the body of the rocket or missile, which determines its flight characteristics. It typically is made of aluminum alloys, magnesium, or other strong but lightweight materials that compensate for the weight of the other components and can withstand extreme heat and pressure.
The power plant is similar in function to the engines of an aircraft except that the latter are reusable, while a rocket’s or missile’s propulsion unit is expended in its one-time flight. Propelling these weapons at very high speeds minimizes the chances of their being shot down before reaching the intended target. Some also operate at very high altitudes where there is little or no atmosphere. They therefore require both fuel and an oxidizer to sustain combustion. Other less expensive power plants are air-breathing and do not need an oxidizer, but they cannot operate above about 70,000 feet. Some rockets and missiles are equipped with additional boosters to extend their range.
The warhead is the part that does the damage. Its explosive may be conventional or nuclear, or it may carry a chemical package to create smoke, fire, etc.