Having bought your rc sailboat [more info], you might want to learn the basic sailing terms and how the methods will get the most from the wind, depending on from which direction it's blowing.
This page will give you a quick introduction to the most common sailing and wind terms; they're relevant for both rc sailboats and the real thing.
(Of course, it's not necessary to know all the lingo - you can just get out there and do it!)
The three common terms that are used by sailors are reaching, running and beating.
Below are some pictures of these methods, below each one is a small description of what's happening:

Reaching is the term used when the boat is at 90 degrees, or side-on, to the wind.
The term 'reaching', however, can be broken down into 3 further terms;
close reach is when the wind is blowing at a 3/4 angle to the bow of the boat;
beam reach is when the wind is blowing at exactly right angles to the boat and
broad reach is when the wind is blowing at a 3/4 angle to the stern of the boat.

Running is the term used when the boat is being sailed in the same direction as the wind ie the wind is blowing directly to the stern of the boat.

Beating is the term used when the boat is sailing as much into the wind as it can get.
The term tacking is used to describe the line that a sailor sails his boat to make progress into wind.
Tacking is a continuous zig-zagging of approximately 45 degrees into wind on each tack. As it's impossible for a sailboat to sail directly into the wind, this is the most efficient way of making headway.
The picture below shows how a boat tacks into wind:

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