i'm guessing you missed the instructions so here they are.
RedHat Linux:
1. Save the appropriate file listed below to your machine.
* RedHat 6.x (837b5919bffabae74386bcbc2a602daf)
* RedHat 7.x(8d6ebad8eee0260ef9f53a535ced5f68)
* RedHat 8.0(c1c43d6dde97d2bad13140b25b044d98)
* RedHat 9(325e37fe50a7beb32d740da5d7467751)
2. Log in as root and type
rpm -i <filename>
with the appropriate filename depending on your version to install the application.
3. Run /usr/bin/ymessenger from X Window to launch the application.
this was taken directly from
http://messenger.yahoo.com/messenger/download/unix.html
good luck.