The paper comes as a single latex file Paper.tex. The latest version is generally available as a PDF at https://ethereum.github.io/yellowpaper/paper.pdf or just yellowpaper.io .
In order to build, use the supplied build script (build.sh). Following the first time, you can use the standard pdflatex tools like http://latex.informatik.uni-halle.de/latex-online/latex.php for compiling/preview. It can be viewed in PDF format after building.