Rocket, Rocquette or Arugala is Salad Rocket. It comes from the same family as mustard and cress, hence its mustard like flavour. There is also sweet rocket, but this is too acrid to be useful for cooking.
Rocket (arugala) is used fresh and mainly as a fresh salad leaves, young leaves are milder than older ones. It goes well mixed into a green salad to give your salad a less bland taste. An ingredient of the French salad mix - mesclun. In particular, its mustardy taste goes well with foods that are complemented by mustard - cold meats, especially cold roast beef and ham.