If I yell "to" you, I am raising my voice so you can hear me across the distance or above other noise. I simply need you to hear me.
If I yell "at" you, I am expressing my anger with you with a loud voice. (Actually, we sometimes use "yell at" to simply refer to expressed anger, even if the voice isn't very loud." If I yell at you, I'm mad.
Student or Learner