I found a Microsoft page about accessing Yahoo mail using Outlook, so I can translate it into what you'd do in Mail...
note: according to the page, you need to be signed up for the Yahoo! Delivers service (
http://subscribe.yahoo.com/deliver?) to be able to access your Yahoo mail from a third-party program such as Apple's Mail. If you don't want to do that (I wouldn't, it seems like they're going to constantly spam you with "special offers" but whatever), you may not be able to use Mail for your Yahoo mail.
Anyway, to set up Mail for your Yahoo account, try this:
in Mail, open the Preferences (Command-comma or select it in the "Mail" menu)
go to the Accounts pane (in the row of icons on top)
in the bottom-left corner, click the + (plus sign) icon
configure the account settings like this:
Account Type: POP
Description: Yahoo (or whatever you want to call it)
Email Address: your full email address, with the @yahoo.com part
Full Name: your name
Incoming Mail Server: pop.mail.yahoo.com
User Name: your yahoo ID (without the @yahoo.com part)
Password: your password
Outgoing Mail Server (SMTP): select "Add Server..." then in the window that comes up, the Outgoing Mail Server is smtp.mail.yahoo.com and for Authentication select Password, then enter your username (without @yahoo.com) and password. To change these SMTP settings in the future, click "Server Settings..." which is in the main account settings.
I think you have to do this whole process for each account (each username) that you want to have a mailbox for. Once you do all this, close the prefs, it should ask you to save, click Save (or Yes, or whatever). I hope that works for you, and I hope these instructions weren't
too step-by-step for you
Good luck!