For Windows download dependancies here. This should be enough but here is a detailed list of them.
Here's an overview over the dependencies for each component. If you don't intend to use a component then you don't need the dependency, obviously.
Generally dependency libs should be built with the following settings:
The paths where YAKE expects its dependencies depend on your platform.
On Windows YAKE expects the dependencies in the yake/dependencies folder. For example, it will look for boost in yake/dependencies/boost and for OGRE in yake/dependencies/ogrenew. The directory structure is documented in the files yake/dependencies/DEPENDENCIES and is included in every source code release and can be found in the CVS repository, too.
On Linux …