You can say "man-of-war sailing ship" or, if everyone knows you're talking about ships, it's better to simply say "man-of-war". "war sailing ship of man" is not correct. A "man-of-war", also called a "Portuguese man-of-war" is also the name of a sea animal: http://en.wikipedia.org/wiki/Portuguese_man_o'_war

A "Man-of-War" is a particular class of warship from the times of wind driven sailing ships.