After you put an NPC on the wheel, a new wheel menu item called "Autopilot" will show up on the ship menu wheel. It has options to sail with the wind, cardinal compass directions, and the like. However, personally I do not use that menu and there is a much easier way with the whistle menu. After your NPC is on the wheel and you are un-anchored, hold your whistle key down (default T) until the whistle wheel appears. You will see new options for "Fully open sails", "Fully close sails", and "S