Generally at right angles to the leach.
But their are sailcloths with their least stretch in either direction. Warp, weft or fill oriented cloth, I forget which is which!
Warp strong (along the length ) material for leech panels(back edge of sail). Fill or weft (yarns from side to side of cloth) strong or square denier(fibre strength) for horizontal panels. Warp strong material cost more to make as precision placement of the many yarns is done by hand and has to placed with great care.