Figuring out the look I wanted for that thing took a while. I actually went through several concepts (including some steam powered variations) before settling on the wind powered version you see above.
I went for "looks cool" over function with this one, which is why that ridiculous rudder is on there, and I'm going to have to do some creative justification for both it and the aerodynamics in general... but hey, it looks cool.
And looking cool is all that matters some days.
The balloon will do the same thing. More so than the sails. Essentially, it would just go in the direction of the wind. With sails you can tack to go a different direction, but you can;t do that with a balloon.