Currently snapshots are only available for Windows users, this describes how to install and test Yhc on Windows.
Create a folder called Yhc.
Download the snapshot http://www.cs.york.ac.uk/fp/yhc/snapshot/yhc-latest.zip in that folder.
Extract, using WinZip or similar.
Go to My Computer, right click Properties, Advanced, Environment Variables:
Add the folder you extracted as YHC_INST_PATH, so %YHC_INST_PATH%\bin\yhc.exe is the yhc.exe program.
Add the folder to yhc.exe to your PATH variable.
Now, to test, open a command window anywhere and type in:
echo main = print 42 > Main.hs
You should see the number 42 appear.