Not at all times because this depends on your settings.

By default, your Yahoo! Mail Plus account selects "I don't want to receive any messages that Yahoo! SpamGuard thinks are spam" when downloading emails via POP access to another account. This way, you enjoy spam protection even when you're checking your messages remotely. But you can change this setting if you want.

Click Options in the upper-right corner of your Yahoo! Mail page and select More Options. From the list on the left, click POP & Forwarding, then click Set up or edit POP & Forwarding. If you want to see all your messages when you POP, even ones Yahoo! SpamGuard thinks are spam, then click in the circle next to "I want to receive all messages, including those that Yahoo! SpamGuard thinks are spam." To learn how to enable spam filtering when POPing, click here.