There's a wide range of possible configurations and methods of introducing "jet power". Jet power in this case, being drawing air into a duct, compressing it, and expelling it to create thrust. Note, that it isn't necessary to burn a fuel-air mixture in a combustion chamber, and expell the high-pressure exhaust from the engine to have a "jet" engine.
The simplest form of jet is the ramjet, which quite literally is an open tube with varying diameter, so that air is compressed where the duct "necks" down, fuel is added, and combustion takes place. The exhaust then exits the duct, where the diameter increases again. Very noisy, a fuel hog, and requires a fast flow of air for ignition, and sustained burning.
Similar is the "pulse jet", which makes use of the properties of standing waves in a tube, and can actually be lit from a "standing" start. Theoretically quite efficient, it's damn noisy, and high temperatures in the combustion chamber are a concern, IIRC. Oh, and I believe vibrations transmitted to the airframe are a problem.
Turbojets draw air in, compress it with fans in various stages, mix it with fuel in the combustion chamber, exhaust the fast gas stream out the rear, while using some of the energy from the exhaust to drive the compression fans. All the air drawn into the engine flows through the combustion chamber, and all the compressor fan stages (aside from air bled off for various auxillary systems)
A type of "jet" that doesn't involve fuel combustion in the primary thrust generating airstream, is the "ducted fan". This basically has a multi-bladed impeller/fan in a duct that is powerd mechanically by an engine or motor of some kind. Internal, external combustion, electric motor, etc. The highest "evolved" form of this concept could be seen as the high-bypass turbofan engines that IRL large-bodied jets use. The Turbo fan is actually the "prime mover" of a jumbo jet, where the exhaust fan of a turbojet "core" powers the main "Fan" through an axial shaft.
All the concepts with compressor fans thus far have been of the axial-type- the air flows more or less directly through the engine, following the axis of the impellors. This is in fact significant, since what hasn't been discussed yet, is the high demands on aerodynamic shaping of the fan blads, and structural integrity of the blads, disks, and shafts. The forces acting on a spinning fan increase quite dramatically as the RPMs increase. Which increases the chance of catastrophic failure greatly, when one takes the inexperience of the Halkegenians and Fae in building such devices, and the lack of capability in quality control and assurance at this early stage in the game.
There is a fairly simple concept that can reduce those factors- the radial fan. Radial fans can be as simply as a disk with angles pieces of metal welded to it, with ducting to shape the airflow. As the fan spins, the blades push the air to the circumference, where is compressed, and then can be sent through a combustion chamber, or simply expelled through a nozzel. The fan can be double sided, which increases efficiency for added complexity in directing the airflow through ducting without loosing to much energy to turbulence/drag internally. Helicopter turbines are often of this type, since it can be made quite compact, and the fans used to primarily power the main rotors by shaft and transmission.
For our purposes though, a ducted fan with a radial impeller, would be one of the simplest concepts for introducing "jet power" to Halkegenia. A steam engine could be used to power a multi-bladed fan by a shaft and transmission. Internal combustion engines require a high level of precision and quality in machining and materials, quite a bit more than necessary for even fairly high pressure steam engines. Steam engines, using flash boilers, could be built fairly light, and suitable for compact, high-power output. Its not necessary to build something like the large, heavy, steam engines developed IRL during the dawn of the steamship.
All in all, the main factors in choosing aerial propulsion are, the mass of the aircraft, the volume and aerodynamics of the hull (air being displaced), and the desired speed. Design limitations are unavoidable, of course, when available materials and manufacturing capabilities are taken into acount. And physics, of course. At least, as far as RL physics considerations are taken into account in a story with magic airships.
Something to keep in mind, when speculating, is that Halkegenina airships will be almost certainly denser than any aircraft designed on earth, thanks to the properties of Windstones. High density, combined with a large volume, means lots of mass to be moved, which means that propulsion should be developed with an eye to move as much air as possible, as efficiently as possible, aside from any "sprint" capabilities (like the pulse jet boosters TH gave the airship in his
"POEM Fall" omake). This means, large diameter, multi-bladed propellors/fans, ducted or un-ducted, and likely relatively low RPMs, especially until engineering experience is gained in building propellers and fans.