Anyone please suggest a simple way to download all the images at once
without the need of clicking on each thumbnail...
Can't see any way because the filenames Yahoo stores the images under seem to be random.
Each image is stored in this format (at least in the UK Yahoo Photos):http://uk.pg.photos.yahoo.com/ph/
<user id>/detail_hires?.dir=<folder code>&.dnm=<photo id>.jpg
where <user id> is you Yahoo login id, <folder code> is a name or numerical code for the folder with the images (you can see this by hovering over the download button for one of the images in the folder) and the hard bit is <photo_id> which seems to be a purely arbitrary file name used on the Yahoo servers.
Unless there is some sort of API for Yahoo photos I can't see how you can determine the <photo id> bit without looking at each photo.
You may be able to use a Macro application to automatically step through the photos in a folder and activate the download automatically.