Yahoo! Mail checks your external (POP) mail accounts for new messages only when you request it.
To check your external mail account, click and hold down the "Check Mail" button.
In the pull-down menu, select either "Check All Accounts" or the single account you want. Messages from the selected account will then be retrieved to your Yahoo! Mail account. You can also use Yahoo! Mail's keyboard shortcut—"M", to check all your accounts.