OF course, it depends what style sailing ship and what era we're talking about. If you're talking about a full three-masted clipper or similar, then I would imagine that pilot boats or tugs would be needed to bring it in to dock or, as David suggested, sailing in until the last moment then dropping sails to allow yourslef to coast in by inertia.

If it's a current style tall-ship (some of which still retain the classic lines of yore), then it's quite possible there's an engine located somewhere below decks which allows for the final propulsion.

JonTheCelt