Well, if your keyboard has a key for the desired accent, you should be able to simply type said key. The typical caveat here is the font you use. The chosen font has to support the desired accent as well. If yEd's default font does not support the desired accent, choose another one that does. (yEd is no different in this regard from any other application.)
The other option would be to use HTML formatting for your texts. Please see How can I achieve different text stylings within one label? for more information on HTML formatting.
