#NO
NO
I'd argue that beavers, e.g., do not innately how "how to build a lodge". Rather, they innately know how to cut down trees, move them and shape them into dams, lodges, etc. I do not believe they are sentient creatures (in the usual sense of def. 2) and thus have no concept of structures and no means of communicating plans, designs, skills or novel adjustments to technique. In other words, they don't know what they're doing; they just know to do what they're doing.
I'd argue that a land animal could evolve to craft a crude boat-like-object. Something like dugout canoe could easily be made by a creature not at all unlike our happy dam building beavers. It's just a matter of applying their teeth to the job.
In order for your critters to make and use a sailboat, they'd have to innately know how to make not only a boat-like-object, but also how to make sails. This would involve innately knowing how to weave sailcloth, how to trim and stitch pieces of cloth together. It would involve innately knowing how to obtain fibres and twist rope. It would involve innately knowing how to make a mast, a boom, a keel, a rudder and various doohickies for making fast said sail. This would involve innately knowing how to make dozens of complex pieces, joining them up and using them to advantageous sailing. It would involve innately knowing at least three basic lower-level technologies that are agriculture based (jute, hemp & flax growing) plus basic higher level technologies like weaving that require other technologies (preparation of fibres, spinning threads, making looms, making sewing needles).
Most importantly of all, most of these things would require them to innately know how to make and use a language through which they can communicate all these high level technologies and coordinated actions.