Yes, you can add a Yahoo! Search box like this to your site:

options

Just follow the directions on this page.

If you are interested in having the Yahoo! Search box available to you anytime and anywhere you are online, you should check out the Yahoo! Toolbar. Features include:

• Have the Yahoo!'s powerful search tool accessible anytime you are online, from any computer.
• Save your favorite bookmarks online and access them from any computer.
• Get alerts when you have new Yahoo! Mail.
• Pop-Up Blocker helps put a stop to annoying pop-up ads.