No, it's like English. You need to say they had a sale ON clothes. Perhaps you're confusing the meanings of the word sale here, where meaning 1 is the act of selling and meaning 2 is offering promotions on clothes (e.g. 40% off). In English, if you say a shop had a sale OF clothes, you're using meaning 1, so you are essentially saying that the store sells clothes. Udsalg refers to meaning 2, and so you would say the shop is having a sale on clothes, not of. Hope that helps!