I don't believe that Firefox currently supports data importing from Yandex. If you want to transfer your bookmarks, you could [https://browser.yandex.com/help/search-and-browse/bookmarks.html#export export them to HTML from Yandex] and [[Import Bookmarks from an HTML file|import the file into Firefox]]. I'm not sure how/if you can import other information like saved passwords or history into Firefox though. Hope this helps.