For a site to appear in Yandex search, Yandex robot must index it. If other (external) sites contain links to your site, you need not add your site: it will be discovered and, likely, indexed. If no sites yet link to yours, you can use the “New site notification” form to make the robot know about your site existence. You can also notify Yandex of the new site by adding it to a section in “My sites”.
Please note: adding a URL does not guarantee that a site will be indexed or that it will be indexed fast.