The easiest way is also automatic: Yahoo! Address AutoComplete.
Open Yahoo! Mail and click Compose. Type a few letters of a name (first, last -- even the nickname you use) or email address in the "To:", "Cc:" or "Bcc:" fields. AutoComplete drops down a list of complete email address choices that match what you've typed. See? Now just click the one you want from the list, and Mail fills it in for you.
To add another address, type a comma after the one you just entered, and then start typing another address. Again, Mail drops down a list of matches for whatever letters you type. Click the contact you want.
You can do this repeatedly, or, if you're sending to a large group, you might want to create a category.