Searched but didn't find - and probably a feature not for yEd but for yFiles. I'll give it a try anyway as a question that might actually be a feature request...
We can drag/drop images out of browsers, but I don't think we can drag much more onto the canvas!? It would be nice though, to be able to drop files from the file explorer as nodes that include their path name. Is that possible? In essence importing a file / directory structure.
Cheers