Refer to figure.
The four stages of heat engines are typically ingestion, compression, combustion and exhaust. This question instead refers to "expansion" as a separate step, where the thermal energy of combustion is converted into mechanical energy to drive the engine. In any case, the concept is the same.

In piston engines, such as those found in cars or on light propeller driven aeroplanes, these steps occur at different times, in the same location - the cylinder.
For a four-stroke Otto Cycle engine, the piston first moves down to ingest air. It then moves up, compressing the air in the cylinder. Combustion then occurs, before the cylinder moves down and the gas is expanded. The piston moves back up, exhausting the gasses, before the cycle continues.

Turbine engines such as turbofan or turboprop engines, operate slightly differently. They operate under what is called the Brayton-Joule Cycle, where a mass of gas passes through the engine and undergoes these processes. As such, the combustion process in turbine engines is continuous, so the different steps in the cycle occur at the same time, in different locations:

1. Ingestion occurs at the engine inlet
2. Compression occurs in the compressor stage(s)
3. Combustion occurs in the combustion chamber
   → Expansion occurs in the turbine stages
4. Exhaust occurs at the engine outlet, sometimes through a converging nozzle