Undersea researcher Jacques Cousteau set sail in an experimental yacht that he hopes will prove both pollution free and fuel efficient. Cousteau's project, the Moulin Rouge, was launched from the French port of Marseille for a test run Thursday. The catamaran is fitted with a 42-foot smokestack-like cylinder to draw in air for propulsion. Mr. Cousteau said the ''smokestack'' structure's ventilator pulls in air and creates a depression, propelling the boat with no fuel except that needed to run a generator.