Hello everybody....like in subject....i would like make good interior lighting with yafray.I have a room with two windows(holes in wall because when i put thin glas in ther then i have a black render).Maybe do you have a good tutorial or example scene....thanks for anything....

On the material for the windows, turn off cast and receive shadows?

I'm not positive with yafray, but I know with Blender's internal renderer, you have to set all of the other materials in the room to have them receive transparent shadows.  If not, the glass ends up blocking all the light as your describing. 

With yafray, if you don't have any other lamps in the scene, it receives all of the lighting from the background color.  Try setting it to White.

Using a Photon lamp aimed through the windows may help as well with Yafray.  All of the lamps available to blender don't work with Yafray.  I believe it's just --   Lamp, Sun, Spot  and Photon types for Yafray.

This might help:

Transparent Shadows

Hope this helps.
Red