To your first question, you can't really do any query through YQL to get data for all companies. It's more oriented towards obtaining data for a smaller query. (I.e., it's not going to give you a full data dump of the whole Yahoo! Finance database.)
To your second question, here's how you can get started exploring the Yahoo! Finance tables in YQL:
- Start at the YQL Console
- In the upper left corner, make sure Show Community Tables is checked
- Type
finance in the search field
- You'll see all the Yahoo Finance tables (about 15)
Then you can try some example queries like the following:
select * from yahoo.finance.quote where symbol in ("YHOO","AAPL","GOOG","MSFT")
Update 2016-04-04: Here's a current screenshot showing the location of the Show Community Tables checkbox which must be clicked to see these finance tables:
