I think you mistake the two programs:
SQLyog. This is a Windows program and a GUI program too. To run it on Linux you will need to run it in WINE. Please refer to
* http://webyog.com/faq/31_71_en.html
I do not know if CentOS is distributed with Wine (I do not think so), but you can start the search for Wine at
* http://www.winehq.com
SQLyog Job Agent (SJA): This is a command line program. On Linux it will not need to be installed. To execute it just navigate to the folder where it was unpacked and enter “./SJA {parameterlist}” from a command shell. For 'parameterlist' see:
* http://webyog.com/faq/27_114_en.html
and this FAQ category could be useful in general:
* http://webyog.com/faq/category0.html