It means holding the Alt key when clicking the object.
This has two functions, actually. In combat mode (click the shield button or press the R key), Alt-click forces an attack on any interactable object (or a party member). This is how you destroy things in those quests. Outside combat mode, Alt-click is used to drag objects on the ground (you have to be standing on a nearby tile). This is useful for getting out objects that happen to be under containers, or an occasional herb that decided to grow in the same spot as a tree.
Note that with a point in Persuasion you could just talk your way past the thieves - without fighting them, paying them, or doing their quest. Also, be careful with the engine, since you'll probably break your weapons hitting it - and using your bare fists will hurt you. If you have followers, tell them to back off (F5) so they don't hurt themselves helping you. And if you happened to find some dynamite, you can use it to blow up the engine (put it into a hotkey slot, or drag it to the inventory "hand" icon, and use it on the control panel); just don't stand too close when it explodes. Save beforehand, in case something goes wrong.
