They do it by turning the sail so that it is more along the length of the boat rather than across it. Say, the forward end of the sail is slightly to the left of the boat, and the back end of the sail is slightly to the right of it. If the wind comes up from the front but slightly to the left of the sail, then it pushes the sail and the boat to the right. But since the boat is headed slightly to the right of the sail, it means it also gets pushed forward. And the boat’s keel keeps it from falling on the right.
Note: It’s an ELI5, I know there’s way more to it.
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