to have a yen for (something) / to do (something) (set phrase) = to have a longing for (something) / to do (something) from the Chinese, yan: the craving of a drug addict for a drug
e.g. Sensing his death was imminent, writer John Steinbeck had a yen to travel across the United States one last time; this he did, in the company of his faithful poodle Charley, and the result was his final book Travels with Charley