You could try the search feature in pip,
$ pip search yaml
which looks for packages in PyPI with yaml in the short description. That reveals various packages, including PyYaml, yamltools, and PySyck, among others (Note that PySyck docs recommend using PyYaml, since syck is out of date). Now you know a specific package name, you can install it:
$ pip install pyyaml
If you want to install python yaml system-wide in linux, you can also use a package manager, like aptitude or yum:
$ sudo apt-get install python-yaml
$ sudo yum install python-yaml