pidginYahoo Instant Messenger isn't directly available on Linux. However there are several alternatives.

You can use free Pidgin software on Linux. In addition to supporting Yahoo Messenger, it supports AIM, ICQ, Google Talk, MSN IM, Bonjour, Gadu Gadu, GroupWise, IRC, QQ, SILC, SIMPLE, Sametime, Zephyr and all XMPP protocol compliant instant messengers. It was previously known as GAIM. I use it and I strongly recommend it.

An online alternative to Pidgin is Meebo. I prefer Pidgin because I don't have to keep my browser open all the time.

Note: Don't take this post to mean that I am recommending Yahoo Messenger for your IM needs as there are some teething problems with Yahoo Messenger.