Please see the modified yahoo messenger in the attachment. It is taken from the source you refer to and modified such that it compiles with Lazarus 1.4.4 / fpc 2.6.4. I removed the parts "stolen" from synapse, just linked the synapse package and put the messenger source into its own package, lazYahooMessenger.
To make use the lib install synapse if you don't have it already (
http://synapse.ararat.cz/doku.php/download#development_snapshot_at_subversion_repository - I used their svn version, though). Then load the package "lazYahooMessenger" and compile it (no need to install, just compile). After these steps you should be able to load the demo (I did not touch the Delphi version, just modified the Lazarus demo).
The demo compiles now. But I'm no "chatter", so I cannot say anything about functionality, it is my impression from the demo source code that a lot seems to be missing - your task...