They “cross against the wind”. This means they don’t sail straight against the wind but the boat gets set at an angle to the wind. Because the sails can also be turned, they are also set to an additional angle to the wind which allows them to “catch” a bit of the wind which pulls the boat diagonally forward to one side. Then boat and sail are moved to the opposite direction and the process starts again.
Imagine climbing up a hill. Going straight forward is impossible because it’s to steep. But if there’s a serpentine you can walk up by going a few steps up/ left, then up/right and so on. That’s how it looks when a boat is “crossing against the wind”.
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