Dinamo Jou,
The plugin that comes with Wings3D 2.1.5 should work. It will just be missing a lot of features that David has added. I recommend you first try using the plugin that comes with Wings3D and then after that is working replace the plugin beam file with David's version.
After you have installed YafaRay in Linux, all you should need to do is go Edit > Plugin Preferences > YafaRay > Browse and choose the YafaRay .exe file. > Browse and choose the YafaRay plugins folder > Ok. You should now see YafaRay listed under File > Render. If YafaRay is not listed, close Wings3D and start Wings3D again.
I only use Windows but there may be others in the Wings3D forum who have used the plugin on Linux. It looks like the thread that David listed is an archive version. Here is a link to the thread in the Wings3D Forum. You may want to post your response in that thread...
http://www.wings3d.com/forum/showthread.php?tid=2053&page=15. Many images in the thread are missing since Photobucket changed the rules for image posting...

oort