You dont even need combustion in space to propel a rocket or missile, all you need is compressed air or some other compressed gas or liquid which can be released from a valve at the back end of the projectile.
Now, the problem with most of freelancer's energy weapons is that they wouldnt work with current technology, so a lot of it is left unexplained and we're just supposed to leave it to faith that it has some mechanical soundness behind it.
On to a few specifics:
Plasma Weapons
Plasma is the fourth state of matter, and is essentially a superheated/charged gas. When you take any gaseous matter (oxygen, helium, hydrogen, whatever) and excite the atoms within that matter enough, it becomes plasma.
It's based on the laws of conservation mostly, IMO. Matter cannot be created or destroyed, but when you force matter past it's boundaries, the protons, neutrons, and electrons seperate and what you end up with is raw energy in the form of heat and light.
So, for a plasma weapon to function you need a few key components:
1. A tank of some form to hold the base matter (like an oxygen tank)
2. An exciter chamber in which the matter being used is energized to the point of becoming a plasma
3. Some method of propelling the newly formed plasma at the enemy - this is the part which we cant really explain yet, as magnetic fields would not have enough effect on plasma to move it at high speeds, and just 'releasing' the plasma into space would cause it to disperse and fizz out too quickly to do any damage to anything other than your own ship.
Most sci-fi movies/games/etc. make use of 'force fields' to hold the plasma in a concentrated ball and move it to the target. However, there is no way to explain force field technology with terms used in modern science - it's something that to this point remains sci-fi-only.
But, assuming we can project a concentrated ball of plasma at an enemy ship, it basically serves as a heat source on the hull of the target. The energized atoms of the plasma collide with the atoms that make up the target ship's hull. The excess energy of the plasma is transferred into the hull's atoms, which cause them to break away from the surface they are attached to. This essentially disintegrates the hull of the enemy ship until the plasma's energy has been fully consumed.