They can’t go _directly_ into the wind, but they can go about about 30° off on either side. If you need to travel in the exact direction the wind is blowing from, you need to “tack”, that is go in a zig zag path, first to the left of the way you want to go, then to the right.
As to the question of why the wind can push sailboats _any_ direction other than the way it’s blowing, it’s complicated. But a full sail is shaped rather like a plane’s wing. Bernoulli’s principle explains what’s going on.
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