If you're looking for water-sports, the surf off Cape Verde's islands is the place to enjoy it. Just ask Josh Angulo, former Windsurfing World Champion.
Visit Josh's Angulo Center in Sal for everything you'll need to enjoy surfing, including tuition. Of course, this is just one choice for water-sporting activities. You'll find a full range of options on each of the islands from swimming, scuba diving, surfing, wind-surfing, and sports-fishing to just lazing on the beach if that's your thing.
Most of the organized, scheduled activities are found on the islands of Sal and Boa Vista.