So far I've put up two entries for Yun. One was some of his more commonly used combos and the other was showing how his specials could be linked together to deal some nasty damage. Armed with that knowledge you may be wondering, "Well how do I set my opponent up for this kind of damage?". I'm going to do my best to try to break some of this down for you.
Yun excels as a high pressure, rush down type character. Using dive kicks against blocking opponents puts them in a situation where they have to make some tough decisions. Let's suppose your initial dive kick is blocked and you immediately throw your opponent. Next time you are in this situation they may attempt to tech or OS crouch/tech in anticipation of a throw immediately after blocking your dive kick. In this instance following up the blocked dive kick immediately with another dive kick could land you the counter hit opening up your opponent for huge damage. Now your opponent may be turtled up hard, only blocking. This opens up your command grab game. It may also be especially useful to batter your opponent with overheads forcing them to block high only so you can start a combo off with a cr.LK.
At some point your opponent will get frustrated and begin back dashing or mashing out attacks in hopes of scoring a reversal. This is an ideal time to set up some option selects and safe jumps. If your opponent is back dashing (mostly happens on wake up) to avoid having to deal with your dive kick pressure, you could set up an OS that would result in a L Zesshou Hohou coming out if your jump in whiffs, and thus knocking down the back dashing opponent (more on this later). If you attempt to pressure via safe jumps after scoring an untechable knockdown, if your opponent were to mash out a reversal move in frustration you could either beat their attack out cleanly, or land and block before their move enters its 'active' frames, allowing a free punish (more on this later, as well). However, a smart opponent is going to try to zone Yun out and keep their spacing to avoid this very frustrating mix up game.
Luckily for Yun players, Yun has many tools to combat being zoned effectively. He has dive kicks that can carry him over fireballs and a good distance across the screen while your opponent is in recovery frames. Tetsuzanko is another good tool to go under fireballs and strike an unsuspecting opponent and leads to several opportunities for follow up moves for each version (light, medium, and heavy) if it connects. Kobokushi's have the properties of projectiles and will absorb incoming projectiles. What's more is that these Kobokushi's build a ton of Super Meter and Yun is DANGEROUS with Super. Anytime you have the opportunity, be it from scoring a knockdown, an opponent running away, etc. you should be building Super Meter by throwing out Kobokushi's. So, while being zoned you should be building meter and trying to close in on your opponent, preferably by landing a big damage combo off of one of his specials (see earlier Yun entries). If you have a full Super Meter once you've got back in on your opponent it should be enough to close out the round.
Other opponents will tend to keep you at a distance that is advantageous to them and attempt to out poke you. Typically, if you are in poke range then you are in dive kick range. It is however a good idea to engage in "footsies" to some extent as Yun has some excellent pokes that lead into combos and it will mentally commit your opponent to a ground game softening their reaction time to a well timed low dive kick. While poking, stay just outside of cr.MK range and use your cr.MK and buffer a M Zesshou Hohou behind each cr.MK. Since, you are out of range (just barely) your cr.MK will whiff and you will never see the Zesshou Hohou come out.... That is unless your opponent tries to poke, and now they are in range for your cr.MK to land as a counter poke and the M Zesshou Hohou will instantly follow up as the second hit knocking your opponent down and placing you right next to them and in prime position for a mix up. Another strong poking tool is your standing MP as it carries Yun slightly forward and has deceptively long range. Use a similar style of spacing with the MP so you are always at max range for MP to connect or just outside of it and buffer behind it a HP so that if the MP connects, you will get a standing HP, and you can read this hit confirm and finish the target combo by pressing Back + HP (this would be a great time to cancel into Genei Jin if your Super Meter is full).