Flying a rectangular course is practice for flying an airport pattern. On each of the legs (upwind, crosswind, downwind, base, final) you will need to compensate for some element of wind, unless it’s a rare still-wind day. You need to determine the wind direction and fly a course that tracks you directly over straight lines on the ground (often roads or fence lines).
Depending on what type of aircraft you’re flying (high or low wing), you will learn to develop visual cues to convert what you see (your plane drifting to the left due to wind) with what you automatically do (applying a crab angle). The skill is the same, it’s the visual cues — estimating drift based on the visual relationship between the wings and ground objects; that you will teach yourself by practice.
Remember to use the turn coordinator (or turn-and-slip indicator on older aircraft) on all turns to make sure they are smooth. Also, keep a constant distance from the perimeter of the rectangular course. The best method of doing this is to line up visual elements (roads and fences, for example) approximately the same distance below the wing of a high-wing aircraft or above the wing of a low-wing aircraft.
"Man cannot discover new oceans unless he has the courage to lose sight of the shore."
-- Andre Gide