Sorry but that would not be possible because you cannot control what other people do within their Yahoo Accounts. That is assuming each person is signing into Yahoo Messenger with their own ID and password. Each person with a unique Yahoo ID can choose if they want to archive messages or not. And even if they do, you will not be able to read them because you have to be signed into that account to do so as they are encrypted.
To set the Message Archive settings for your own Yahoo ID click Messenger at the top of Y!M.
Click Preferences and then Archive. Choose the option "Yes, save all of my messages." Click OK.