You should pick up a cheap book called Skipper Bob's guide to the Great Circle (or Great Loop) route.
Yes, you can "sail" from the Lake to the Atlantic.
Lake Huron to Welland Canal (canal around Niagra Falls).
Hudson River to New York.
Trip would take about 2 weeks.
Max height in the Erie Canal is 25 feet, so mast down. There are companies that pull it, truck it, and put it back up. Most people carry it on deck.
Sailing possible in Lake Huron and Lake Erie.
No sailing in canal or down Hudson.
My web site has much of this route in a photo journal.