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Step 1
Turn the boat directly into the wind to put the boat "in irons." The boat points directly in the direction from which the wind blows and the sails flap around or "luff." The boat can't sail directly into the wind, so you can't go anywhere when in irons.
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Step 2
Sail the boat at the "close hauled" point of sail by turning the bow of the boat slightly away from directly into the wind. As you turn away from the wind, the sails begin to fill. Trim the sails in all the way. When the sails fill and no longer luff, you're sailing close hauled.
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Step 3
Let your sails out slightly to sail at a "close reach." Once you let the sails out from where they were at close hauled, turn the boat slowly away from the wind until the sails fill again and no longer luff.
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Step 4
Change to a "beam reach" by continuing to turn the boat away from the wind. When the wind blows perpendicularly to the side of the boat, let out your sails until they begin to luff, then trim them in slightly so they no longer luff, but no further. Sailing on a beam reach means sailing at a 90 degree angle to the wind.
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Step 5
Obtain a "broad reach" by letting out the sails a little more. Then turn the boat further away from the wind until the sails no longer luff. The wind shouldn't come from directly behind you yet.
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Step 6
Continue to turn the boat all the way downwind to sail on a "run." Trim your sails so that the boom and the side of the boat come close to forming a 90 degree angle. The wind should blow from almost directly behind you.
