For Yahoo!, I'm pretty sure you will need to subscribe to one of their "premium" mail services in order to get POP3 (that is, non- web based) mail access. Other than that though, these links should give you the general idea of how to add new mail accounts (specifics will vary depending on the exact version of Outlook/OE that you use):

http://help.yahoo.com/help/ca/mail/pop/pop-05.html
http://help.yahoo.com/help/us/mail/pop/pop-06.html
http://its.kennesaw.edu/helpdesk/atlas/pop_access.htm
http://www.csus.edu/saclink/email/outlook.stm