If you are trying to render with Arnold the first step is ensuring you have a compatible version of both MtoA and Arnold.
Each release of Yeti is built against a specific version of MtoA and Arnold, you can check which version was used for the build in the release notes.
Once you have confirmed you are using compatible versions then you will need to check your environment variables.
Both MTOA_EXTENSIONS_PATH and ARNOLD_PLUGIN_PATH will need to be set as per the rendering extension configuration documentation.
You can confirm the value for both of these using the getenv command in Maya, for example:
This should match the values you have set for the environment variables which should be set to the plug-ins and bin directory as per the rendering extension configuration documentation.
Please note: we have found that more recent versions of MtoA may not pass the environment variables to it's spawned rendering process, you may need to set these variables at the System level vs. in a Maya.env to ensure it's set globally.
In the event that Yeti is complaining it isn't able to read/write the intermediate cache files please check that the directory exists and with the right access permissions.