I noticed a surprising behaviour with the default settings, where you have to grab the rudder with the hand and move it left and right. I was doing that, but the boat wasn’t turning. I realized that the stear command was valid only when I was looking at the rudder. Then it was suddenly turning. So I had to constantly turn my head back at the rudder and front to watch my direction, which was a hassle.

I managed to circumvent it by going into the menu (only available on the flat screen) and enabling the sticks, so I could use them to stear and pull the sail.