Not really sure. I have never used it before. I think it works with whatever though. Try www.google.com/linux
and search for spamassasin and evolution. If you see people tring to set it up, then it may work with evolution.
I have read that it works pretty good. Since I just bounce them back, I don't use it anyway.
Oh, don't give your e-mail address to yahoo. I signed up for a junk box and got e-mails right after from people I never heard of. Apparently they sell addresses.
Hope this helps. Don't really know how to set it up though. Sorry.