Hi @teewatkins and welcome to the community!
Attaching the rope could be as simple as combining it with the rocket under Mesh->Combine.
However if you want to animate it you will need to set up a rig for the rope to move.
Here's an example of a rope being attached to an object, however the object itself has gravity so you would just change and make the rope be the one affected by the world
As for attaching the rocket to a motion path, we have an article here with steps on how to do so!
Please let me know if this helps or if you need more assistance!
If one or more of these posts helped answer your question, please click Accept as Solution on the posts that helped you so others in the community can find them easily.
Kudos are greatly appreciated. Everyone likes a thumbs up!