First question is (and sorry if this sounds obvious to you) do you have access to yahoo POP servers? It's a paid service, I believe, so if you're using the free email service, you won't be able to check your email from Evolution.
Unless there's some crazy way to do it that I'm not aware of. Which is entirely possible. I'm using Thunderbird, so my knowledge of Evolution is not that great. But if it's like any other email client out there, you need POP access.