This is conduit. Everything's different.
All the literature you have read on the Internet talks about cables in the walls installations. In that case, you are married to the standard wire colors in cables - Black Red White Bare.
Here, you have a network of piping called "conduit" and individual wires in the pipes. This is a highly competent job. The house was supplied with no fixture, but they left you enough length on the "neutral" to add one.
The wires are able to be any sensible color instead of being married to the colors built into cable. Here you have
It's easy to add wires to a pipe.
Where did ground go?
This installation uses non-flexible metal conduit, and that is allowed to be your ground path. I have 4 buildings that look exactly like this; this is normal.
Switches and lamps can be grounded right through the mounting screws. Receptacles cannot; search for a question on "how to ground a receptacle in metal conduit" as it's complicated.
Cut the white wire at the halfway point. Splice it to the neutral from the fan/lamp.
Splice the yellow to the hot(s) from the fan/lamp.
Now the switch turns the fan/lamp on/off. Presumably speed control and lamp vs fan select is on the fan itself?
Open up the switch box. You will see a pipe leaving it with a red, yellow and white wire. Tug on the white wire and see if it moves in the ceiling box. That's the pipe!
Shoot us a picture of what's going on inside that box, and get back to us.