[*]Upload Yii framework folder to webhost at - www.mydomain.com/framework (hint: the archive is well compressed, it’s faster to upload it and to uncompress on server with cpanel. If you create your app locally in no. 3, skip no. 1)
[*]Create db via cpanel
[*]In command line : [font="Courier New"]yiic webapp applicationName[/font] and answer Y / Yes (I do it in my laptop, then upload my project to www.mydomain.com/applicationName, and since the framework is again included in the applicationName folder, I remove it before uploading. Otherwise, skip no. 1)
[*]Edit applicationName/index.php in order to point to correct folders
[*]Edit applicationName/protected/config/main.php in order to specify db connection details
[*]Develop your webapp in your IDE of choice, and consult extensively the available tutorials
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PS If you’re looking for a website/blog etc. framework, out of the box you don’t edit pages directly in Yii. You’ll have to look for some Yii CMS extension suiting your needs.
PPPS For IDEs, Netbeans seems to be outstanding (and lauded by many members here), and obviously, Eclipse. I use Komodo Edit (free vs. Komodo IDE not free) on Mac OS X