The front wheels are connected to the skateboard [at an angle](https://www.skatewarehouse.com/anatomy.html) that makes them “steer” when you turn.
It’s the same principle to bicycle and motorcycle front wheel being held by a [fork](https://bike.bikegremlin.com/545/bicycle-fork/) that’s not vertical / straight down, but at a slight angle, so that when you lean the cycle the angle of contact between the front wheel and the ground pushes the wheel to “steer”.
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