A Sturdy Sled is a Landcraft which can carry 4x items of cargo. Additionally a Sturdy Sled can be equipped to the Backpacks slot.
Landcraft are Transport Vehicles which can be Pulled over land. Objects can be loaded into a Landcraft by Lifting it and right-clicking the Landcraft, and unload by right-clicking any of the sacks in the Landcraft. Landcraft themselves cannot be Lifted when cargo is loaded inside of them. Landcraft can be Pulled behind you by right-clicking it and selecting "Pull" and disengaged by right-clicking and selecting "Stop". Additionally attempting to Pull over Water, hitting cliffs, Structures, or running into Creatures will automatically cancel your Pull.
Backpack Transports are Transport Vehicles which can also be Equipped and transported in the Backpacks slot. To equip an empty Backpack Transport right-click on it and select "Pick Up". For Sleds you may need to make sure you are not currently Pulling it by right-clicking it and selecting "Stop". To unequip a Backpack Transport ctrl+left-click its icon in the Backpacks slot.