Yum is a very commonly word used in Thai dishes, the most popular one is probably "Tom Yum Kung." I'm not going to pretend to know exactly what "Yum" is, but the word is used a lot, and mostly it can be a bit of a warning to foreigners visiting this country because it tends to mean "very spicy."
That first picture is something a professional (or at least, more talented than I am) photographer. You might not be able to tell but there are a bunch of what I like to call land-mine chilies in there.
These chilies are not specific to Thailand or even to south-east Asia, but I would imagine that this part of world uses them significantly more than other parts of the globe. They are (by my, and most people's) standards, extremely spicy and added to just about everything in this country. They can be quite overwhelming or can wonderfully accompany the dish you are having, it all depends on the individual.
I was in a restaurant tonight that I didn't really want to go to and was only there because the noodle stand I rode my bike to was closed for the night for some reason. Therefore I just looked at their menu and ordered what in English would possibly be a "spicy glass noodle salad with seafood" and this is what mine looked like.
Now the situation is a bit different for me because I have lived here a while and know exactly how many chilies I want on my food (I have learned this by making the wrong decisions.) However, if you find yourself in Thailand and the person taking your order says "do you like spicy?" you need to keep in mind that the word "spicy" means different things to different people.
These tiny chilies are so spicy that they make Tabasco taste like milk (not really, but you get the point) and if you have too many of them in your Yum, it could prove inedible to many foreign palates. Even after a decade of living here I have not acclimated to the spiciness of "adult food" in Thailand because Thai people seem to have tongues made of lead.
Bottom line!
You really should try some Yum while visiting this fine country, but you do need to be careful. People who get burned on their first try (on the way in and out - if you know what i mean) often completely abandon eating spicy Thai food and I think this is a mistake. There is a balance that must be found and it is different for every person. For me, the magic number is 5 chilies, any more than that and I find it very difficult to finish my meal.