guitar chords...

In guitar chords page there are the long yellow lines, for example second variation of the E major chord. Should I put my fingers in all of those frets?

Indeed the line means to bar the strings with one finger normally the one neck to the thumb (I can't recall it's name).

Thanks

Index finger.
Although, not all Bare chords use the index finger. It depends on the fingering, i.e. a A major in root position can use any of the four fingers to bare.