You may choose to buy 2nd hand to start with, or the more talented/hard up may build a yacht, there are many websites with plans and parts.

Land yachting is not too difficult to learn. In light winds on a large, hard surface landyachts are very easy to learn to sail. There are far fewer things to deal with than a normal sail boat: just a mainsheet to trim the sail and foot steering. When the wind picks up the boat gets to be a handful and more experience is required. Tacking down wind is hard to master, especially in light winds when it is especially easy to stall the sail. Racing is what sorts out the good sailors from the great ones. The best sailors typically have years of experience, often on both the water and dirt.

Land Yachts (like most wind powered wheel machines) do not have a brake. Like any other sail boat they slow down by heading up into the wind. Just remember to leave enough room. Some small boats can be slowed from moderate speeds by dragging your feet in a specific and controlled way (if not done properly and carefully your foot can get run over by the boat possibly resulting in a broken ankle).