Naming of the « Windward » and « Leeward » islands.

Can someone explain to me in the simplest way why some of the islands were deemed « Windward » and the others « Leeward »? I keep seeing the explanation that it has to do with the trade winds, but it simply doesn’t make sense to me. If they are named in relation to traveling from Europe (or would it be Africa?) and the wind is blowing from the northeast, wouldn’t all of them be Windward? Like, you’re never sailing against the wind.