Think about squeezing a bar of soap in your hand in the shower. The soap shoots out to the side which is a different direction than you are squeezing.
A sailboat works similarly to sail against the wind. It’s getting squeezed by the wind against the sail on one side and the water on the other. By changing the angle of the sail and the rudder, it can control how it gets squeezed out and angle into the wind.
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