Sorry to write here and ask the obvious, but I just can't search properly. So if I wanna search the mafia, or bodyguard, or abusive lover... etc. category and I want it show only the yaoi mangas. Where can I do this?

You could go to genres on the side, go to advanced search by genre, check all the genres you want and below the checklist, go to the category box and type in the categories you want.
The category section only accepts categories already in the database and you must follow how the category is written.
For example:
In the category database, there is a category, 'love triangle/s' if you type in love triangle..etc, it will not be accepted.
You can also choose if you want the manga to be fully scanlated, a one shot, not in any of your lists, etc.
Once you have finished, click search on the bottom of the page.

Thank you very much!! 😀 Up to now I clicked on the category and looked all of the mangas on by one 😛

Like omiplant explained, go here: http://www.mangaupdates.com/series.html?act=genresearch
You chose Yaoi in the green part and you can exclude another genres in the red part (this option is very useful, because you can exclude Hentai, Shotacon etc).
In the box below you put the categories, like omiplant said, only the ones that already exist. If you want to search for two categories at the same time, put one per line:
Love Triangle/s
Mafia

After that, you chose the other options. Completely scanlated, if only want manga, dj etc and if you want to search for mangas that are on your list or not. If you want to see new mangas you haven't read, just put the option "not on any of my lists".
That's it. When you want to search for any kind of manga, you can exclude mangas you don't want that way. In the Releases you can put filters if you want, so when a yaoi manga is released, for example, it will be in a different color so you can identify it more easily.