I don't mean, how do rocket engines work, what I mean is how does a Rocket Engine built in Huntsville, Alabama make it to either Houston, or straight to Cape Kennedy?

The answer is that they are put on a boat. In Decatur Alabama, which is close to Huntsville, rocket engines and components are put on a boat that is either the MV Delta Mariner or a ship similar. That boat then travels north down the Tennessee River and eventually down the Mississippi.

http://en.m.wikipedia.org/wiki/MV_Delta_…

I live on a reservoir of the Tennessee river and have seen the ship several times, but my curiosity about the vessel wasn't peaked until January 26, 2012, when it took out a span of the Eggner's Ferry brisge when it went off course by several hundred yards. http://en.m.wikipedia.org/wiki/Eggner_Fe…

As a space nerd who lives near KY Lake, I found it interesting.