The software needs to have a SCR file placed in the C:\Windows to be able to set it as screensaver. Right click on your desktop, then go to Personalise and click the Screensaver button. Choose YoWindow from that location if it's possible, but if it's missing then it means the software doesn't have the possibility of set it up as native screensaver.
I have downloaded and installed the application and left all the default options checked. As you can see method, I am able to select YoWindow as the default screensaver.
Download software: http://yowindow.com/