The rocket is how Pychon introduces theme, he starts out small with how the characters relate to the rocket, the main character's realation to/interest in the rocket is used to develop theme more broadly and bring in technology in general, society, and our place/role in a society which is becoming increasingly complex. The war and the rocket are useful for Pynchon's needs since war has a tendency to drive technology and complicate the world but really he is writing more about modernity in general.
An often repeated massive simplification of its theme is that war reduces man to a cog in a machine so complex that no one can understand their function in the machine beyond being a cog, let alone the machine itself. Not too big of a stretch to replace "war" with "modern society" and see how it applies to life in modernity, the rocket could be replaced with any world changing tech, like AI. Pynchon goes considerably further than this in Gravity's Rainbow and has the main character attempt to understand which gives Pynchon (and the reader) a great deal of latitude for exploring society.