"进行帆船运动" can be translated into English as "engage in sailing" or "participate in sailing".
Both expressions are commonly used and convey the idea of actively taking part in the sport of sailing. For example:
I love to engage in sailing on weekends. （我喜欢在周末进行帆船运动。）
Many people participate in sailing for the thrill and the connection with nature. （许多人参与帆船运动是为了寻求刺激和与自然的联系。）