When you click on a link on a website like Craigslist, it is a mailto:
link, and it should open your default email program.
If you prefer using Yahoo webmail, maybe the following link
may help.... (I can't vouch for it)
http://www.pchell.com/support/yahoomail.shtml
If you wish to use Windows Mail and your Yahoo account, then you need to
have the Yahoo Plus account, so you can access their POP3 server. Windows
Mail cannot access the free US webmail accounts.