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Yum is usually pre configured if you have a subscription with RH. If not then you will need to just configure yum for using other repositories. The configuration file for yum is usually found under /etc.
Yum was not in RHEL until RHEL5. Centos(RHEL clone) started using yum at least by Centos4.X but I do not THINK it was used in earlier version. Package management in pre 5.x versions of RHEL used up2date (which works eh ok). To use yum on pre 4.x I suspect you will have to jump through a few hoops. A quick google search shows someone has worked it out for you: