Skate sailing was very popular in the 1920s and, apparently, there was quite a few people who still do it today.
The instructions below were originally published in 1920.
Making a Skate Sail
Next to iceboating, there is no winter sport so exhilarating or exciting as skate sailing. With a sail, made in a few hours at small cost and a pair of hockey skates, a boy can scoot over the ice, sometimes attaining a speed of 30 miles an hour, can tack against the wind, and can spend interesting hours studying new ways to gain speed and distance with the wind as motive powers, it is time you made your sail.
There are many skate sail models popular in various parts of the country. Some cost more than others, and some require more skill to manipulate. The model shown here is a standard one, capable of high speed, and the dimensions are for the average boy. It requires two poles and some canvas or sheeting.
Bamboo is the best material for poles, but is not always available. A good substitute is 1×2 white pine, sold at the lumber yards for furring strips. You will need one pole 10 feet 6 inches long and another, the spar, 6 feet long. Make the sail, 6×10 feet, as shown, of very light canvas or unbleached cotton sheeting.
At the wide end of the sail, lap the canvas over the 6 foot pole and tack it with carpet tacks. A better job would be a deep hem through which the spar may be slipped. Bore a 1/2 hole through the middle of the spar and another through the 10 foot pole 2 inches from its end. A piece of rope through the two poles will furnish an easy way to rig the spar and to pull the sail taunt. At the pointed end of the sail, sew a pocket into which the end of the long pole may be slipped. It is well to hem the sails edges to avoid raveling. To carry or before the sail, unhitch the spar and roll the sail about the two poles.
The same model, with each dimension increased about one-third, makes a good two-man sail with which two skaters can have lots of fun. Learn to sail and tack by experience.
Source: The Richmond palladium and sun-telegram.