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I believe with that cable configuration, Yaw motion isn't really possible. I'm sure it would help with motion programming with the VR, but perhaps true Yaw wouldn't be entirely necessary. Good questions though.

For your last question, I do think that's the way they would need to add Yaw if desired. Otherwise more cables and/or a different configuration would be needed.

As an example, check out the robocrane design from NIST: http://www.nist.gov/el/isd/gantry-2.cfm

It says "freely programmable trajectory in six dimensions", and there are indeed six cables, so yes it's supported. But any rotation of that object is going to be limited of course.

A motor under the platform that swivels the user, chair, and floor inside the cage would do it. But I agree with the other commenters that the video does not seem to demonstrate a yaw capability.