Located in your Additional Scripts box
The Powered Simple Propeller script will spin/rotate a prim with the engine running.
By default the script sets its state to non-running if in a root prim (such as the box it comes in), so you will need to open it once its in the vehicle and check the Running checkbox at the bottom of the script window.
You will manually need to choose a rotation axis for the prim at the top of the script:
integer DIRECTION = 4;
You can also adjust the spin speed:
float SPEED = 20;
and optionally turn on a particle routine by setting the PARTICLES value to TRUE if you want to generate smoke, boat wake etc.
integer PARTICLES = TRUE;
Animating the propeller angle
If your propeller and engine needs to point in different directions as you steer, such as for a boat engine, you can use the Turning Front End system of the Prim Control to animate it. The propeller axis spin axis is relative to itself, so pointing the prim in different direction with Prim Control will not interfere with its spin axis.