Search engine spiders are simply bots that crawl your website so that it can be indexed. You don't really have any control over what they do, except perhaps for telling what they can and can't index.
The reason it's important to learn about them is because search engine spiders view the web in a different way than we do, so we must know how to make our content accessible to them for
SEO purposes. Here's a nifty tool that shows you just how a web spider views your site: Search Engine Spider Simulator.
About Yandex, all I found about it is that it's a Russian search engine. Is that what you were talking about?