To sail large is to sail on a large wind —i.e. with the
wind not straight astern, but what sailors call “abaft the beam.”
Set at large, i.e.
at liberty. It is a French phrase; prendre le large
stand out at sea, or occupy the main ocean, so as to be free to move.
Similarly, to be set at large is to be placed free in the wide world.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894