Check mail in those accounts by clicking and holding down the "Check Mail" button in the upper-left corner of your Yahoo! Mail page. This opens a pull-down menu, where you'll be able to see the name(s) of the account(s) you want to check.
The first option is to check mail in your regular Yahoo! Mail Inbox. Clicking "Check all accounts" puts all your emails from all your accounts into Yahoo! Mail; you can also do this by typing a capital M. When you click a specific account—"My Work Account" in this example—the messages in that account arrive in your Yahoo! Mail account.
Yahoo! Mail won't check these accounts automatically for you, so anytime you want to know about emails you've gotten in other accounts, click for them!