The answer to your question would be that the past emphatic tense that completes the sentence is the following one: Did sail. Therefore, the sentence would read as follows: We did sail in the Caribbean for two weeks last winter.
Emphatic forms, also called the emphatic tenses or emphatic mood, are made up with the auxiliary verb <em>do</em> in the present or past tense + the base form of the verb.
"We did sailed in the Caribbean for two weeks last winter" would be the best way to use the emphatic tense in this setting, since "emphatic" in this case means definite--there is no doubt that they sailed during this time.