You may have the correct Yahoo settings, but unless you have either a
paid-for yahoo.com account, or a yahoo.co.uk or (I think) a yahoo.fr
account, you cannot use a mail client to send or receive Yahoo mail. The
only other option in that case is to use YPops, a third-party utility.
I see your Yahoo account is based in Greece. In some countries, free
Yahoo accounts have webmail access only. Windows Mail doesn't do
webmail. Unfortunately, I can't read Greek so am unable to research
Yahoo's policy for residents of Greece.
If you get an error message, please copy and post it.
It is OK if parts are not in English, don't attempt to translate, since
that may alter subtle diagnostic details.