LIFT
The shape of wings causes air to move over the wing-surface in a unique way. Specifically, air flows faster over the upper curved surface of the wing and slower over the cupped (concave) surface. This causes negative pressure on the upper side of the wing and thus the wing begins to rise. In principle this is what happens when as a child you cupped your hand and played with the wind outside the open car window. Remember how the air would suddenly PUSH your hand upward? That is 'lift'! Additionally that is about the time you were reminded to not put your arms out the window.
Take home: the shape of wings (think of a bird or bat wing) is what causes air to move in a way that LIFTS the wing upward. The opposing force is gravity... without lift (like you or I flapping our arms, sorry to say but we are not going to generate sufficient lift) gravity 'wins' and we stay stuck to the ground. Gravity is complex for despite the fact that physicists can tell us its value (9.81 m/s2) how it 'works' and why it exerts force on objects was perplexing even to Einstein who wrote extensively on the topic. Incidentally, Einstein apparently also noted "Gravity cannot be held responsible for people falling in love." ______________ (I will insert an awkward pause here as you ponder that and why he might have felt it necessary to declare such a fact, if he made this statement in English or German and if it would have been funny regardless). Back to flight: The wings of bats are more flexible than birds because the wing itself is formed by a thin layer of skin rather than stiff feathers. However, birds are able to more easily change their wing area by moving their wings closer to their bodies because bats require the full extension of their 'fingers' i.e. the wing to have it function because of its thin nature. In searching for an analogy the best I have for you follows. This is similar in a way to how airplanes have rigid wings (like bird wings) while a para glider that uses a flexible surface (like a bats wings) is less able to change the shape of the 'wings' or they will loose lift.THRUST
Basically thrust is the power from a wing-stroke that pushes back against air and results in a force propelling the animal FORWARD. Indeed to understand this idea you must remember that air is made up of molecules and is in actuality a fluid (like water). Thus there is indeed something to 'push upon'.
I will conclude for now and leave you with another Einstein quote as a 'token' physicist
"Science i nothing more than a refinement of everyday thinking".
I refer you to this much more comprehensive explanation of flight (here) and hope you find this topic interesting.
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