In order to activate Labs, you have to login to your Gmail account and then go to "settings" and then "enable" Labs in the "Labs" option. If you can't find that option, follow this link.
Now enter Email "settings" of your Gmail and go to the “Labs” tab, from there Enable “Add any gadget by URL” option, and save the changes that you just made.
There will be a Gadgets tab in Gmail settings. Click on “GADGETS”.
Now you have to enter the URL of the required gadget; in this case it will be yahoo mail gadget. This is the Gadget’s URL that you will enter: