This modules defines Yuki where send welcome messages and where Yuki should send it, view the image for an example.
In this image, we can see where it configured to send the message on when a user joins. If yuki cannot have the right permissions to see or view the channel, it will very VERY likely to not gonna work.
To set the channel where Yuki should send a welcome message just type
y!config edit welcomeChannel <yourchannelname/yourchannelid>
No need to worry, if you doesn't want to edit the message, you can just leave it as the default value. But you can change the message by typing
y!config edit welcomeMessage Welcome to the server %username% (%mention%) Now we have %membercount% members on the server.