He will have to provide police certificate based on the table below if those documents are available and needed per the document reciprocity tables for each country. If he ever lived in any country for 12 months or more (16 years old or older), he will have to provide the police certificates unless they are not available or not needed per link below:
U.S. Visa: Reciprocity and Civil Documents by Country (state.gov)
(For Yemen, it states "There does not appear to be a national database of criminal activity for Yemen. As there is no central database, these certificates are unreliable and are not required for Immigrant Visa processing.")