Unzip plugin into your /wp-content/plugins/ directory.
Enter Key ID on the Users -> Profile and Personal options page.
Enter Yubico ID & API key on the Settings -> Yubikey options page.
Id/key confused ? Well the Key ID is the first 12 chars from the output Your Yubikey generates,
they don't change, the Yubico ID and API Key is used when communicating with the Yubico authentication server.