A sail generates both LIFT and drag. It's just not as efficient as an aircraft wing, and pointed in the wrong direction.
Compare a boat sail with a glider (take the engines out of the equation).
As a glider moves forward, it is descending gradually. Given the L/D ratio can be about 30, then gliding at 90 MPH requires a descent at 3 MPH to profide enough energy for the wings to create the lift you need to fly.
The sail isn't much different. With 20 MPH winds from the North, you can go 50 MPH to the East or West because the Lift/Drag ratio is about 2. To go straight South with that wind, you cannot go faster than 20 MPH.