There are lots of opportunities to learn to sail dinghies, kite surf or windsurf with the Army, starting at the most basic level and quickly progressing to high performance gear that will take you breath away.
There are two principle locations to look at, the Army Inshore Sail Training Centre, at Thorney Island, Hampshire or the British Mohnesee Sail Training Centre, Germany. These centre both run heavily subsidised(!) courses for all levels. Full details can be found at the links below.
The ASA Centre, Thorney Island
Note: It’s worth noting that if you are currently stationed at, or close to, Gibraltar Barracks that the Hawley Lake Sailing Club also offers a great opportunity to take up sailing or to practice your skills.