If the vehicle is tied to the dyno. No change in speed. The cables holding the car will counter the force of the rocket. So no additional acceleration. If the vehicle is not tied to the dyno, there will be a force exerted. One of two things can happen:
1. If the rocket's force is sudden, there is a big possibility that the force will overcome both the friction between the dyno and wheel of the car and propel the vehicle forward off the dyno into the great yonder. Assuming that the rocket is a real rocket (like the Rocket Assisted Take-off rockets).
2. If the rocket's force is applied slowly, the force will apply indirectly to the wheel. It is simple that the dyno will absorb the force to forward motion that would've occurred due to the application of the force of the rocket. It will increase until the force is higher that the friction forces and then 1 will apply.
Disclaimer: It is Friday. Rough day. I last saw dynamics textbook last century. I might be wrong