Yes, you can import email addresses into GoDaddy Email Marketing. You'll first need to download the contacts from yahoo into a .csv or .xls file. You can then import that file on the Subscribers tab by selecting to Add Contacts, Many at a Time, and selecting your file.
Keep in mind that GoDaddy Email Marketing is an opt-in service, which means that all your contacts must opt-in to receiving marketing email from you prior to uploading them. This ensures you'll have high delivery rates and maintain a positive sender reputation.
Here is some information about avoiding abuse complaints: