Echoing the sibling comment from byhemechi, performance sailing vessels generally do not sail directly downwind (or directly upwind for that matter).

The sails are positioned at an angle to the wind, so that they deflect the incoming air in such a way as to propel the craft forward. It might help to imagine air "coming out the back" of the boat.

The fastest set-up is for the boat to travel roughly perpendicular to the wind, with the sails set at (approximately) 45 degrees. In sailing jargon this is called "reaching".

The speed of the craft is determined by the balance between the force exerted on the sails by the air, and the drag (air resistance) and friction between the boat and the water -- or, in the present case, the ground. In a world without friction or drag the boat would accelerate indefinitely, provided there is some wind to deflect.

Note that although it's not generally how fast boats are sailed, "sailing" a wind-powered craft directly downwind faster than the wind is also possible by, for example, using propellers.