This is far too big a subject for a quick answer. Assuming you mean a standard four-stroke car-type engine, then perhaps you would like to click here and you will be transported to a website which will tell you in far more detail (and better) than I could.
Gef - I suppose each bit of gas or fuel in a jet engine does go through a similar process to that in a reciprocal engine, but as the whole thing is continuous surely it's "roar" instead of "bang"?