Is it worth to advertise by participating in some groups from yahoogroups ? I mean.. If you send a message, with your link, can it be indexed by Google, and work like a SEO somehow ?
Yes ..as long as the messages are available publicly.. they will act as links. Edit...they seem links with rel="nofollow"
Yes of course....find groups in your niche and you get a ready market. Spamming doesn't work in yahoo groups... groups that get spammed have just spammers left as members . Earlier I saw link with "nofollow" but all links don't seem to be nofollow...I guess they will help in SEO as well...but keep in mind that these are embedded far way from high PR pages.
i have looked the link on yahoo groups and i did not see nofollow tag on links. it will help your seo like normal link