First, navigate to the campaign where you'd like to connect the Yelp integration. Then, choose "Local --> Yelp" from the dark navigation bar on the left-hand side of your screen.
Next, click the button in the middle of the screen that says "Connect Account".
In the window that appears, enter your Yelp Business ID.
You can find the Yelp Business ID in the URL for the business page. The ID appears after www.yelp.com/biz/ in the address bar, and is generally composed of the name and location of the business separated by dashes. For example, the Business ID in the following URL is "yelp-san-francisco": www.yelp.com/biz/yelp-san-francisco.
Once you've entered your Yelp Business ID, click "Save".