Haven't used YDL in a while.
As far as I know, YDL shares a computer with OS X -- each available (exclusively) with an alternate boot.
YDL is not a supported platform for CFMX, so you would still need to install on a supported platform (such as Emulated RH Linux). Then you would need to port to YDL (similar to the port to OS X).
I don't know which, YDL or OS X, would be the better platform.
I see no advantage in running CFMX on YDL, unless for some other reason you need to run YDL and not OS X.