If you are using a legacy Zemax perpetual license, then High Yield would not available. It was available for legacy subscription licenses only. If you switch to Ansys Zemax licensing, it should be available for all license levels. See these release notes for reference. 

As a side note, I am using  the latest release of Ansys Zemax and the HYLD operand is not mentioned in the help documentation. You can still add it to a merit function, and select “Improve Manufacturing Yield” in the merit function wizard, but the manual seems to have removed HYLD from the list of operands. I can’t find anything else in the forums or later release notes regarding this change.