The "setting sail for" is just a mor maritime way to say "going to". It doesn't explicitly mean he will use a ship or boat to go there.

To the teleporting itself:
aetherial travels may really harmful for the traveler (Y'shtola, Thancred), but i thought the aethernet would be a way to lessen the stress for the traveller with specific routes.
So i think in lore it isn't usually possible to just teleport to an aetherite you want.
Imo you have to use them like the aethernet in the big cities, use an aetherite as entrance and another as exit.