Thrust is the (usually) forward acting force produced by an aircraft's propulsion system.
(I say usually because in the case of thrust vectoring or reverse thrust systems, thrust can act in various directions.
In the case of jet aircraft, thrust is produced directly by the engine. In the case of piston/props and turboprops, the engine produces rotational power (called brake horsepower and shaft horsepower respectively)which the propeller then converts into thrust and thrust horsepower.
Work is done when a force moves its point of application in the direction of the force. If a force of one pound moves its point of application through a distance of one foot it carries out one foot pound of work.
Power is the rate at which work is done. It is the product of the force causing the motion, multiplied by the velocity at which the point of application moves. If a force of one pound moves its point of application at one foot per minute it expends one foot pound per minute of power.
In the case of an aircraft the thrust power is equal to the thrust multiplied by the true airspeed.