Physics Thrusters are a special physics Actor you can place in the editor and then parent to a physically simulating object, making said object receive the force from the thruster. The thrust propels the Physics Thruster in its Negative X direction, or looking at it another way, the Positive X axis of the thruster is the "exhaust of a jet engine."
Physics Thrusters can be found in the Modes panel, in the Place Mode section All Classes.