From the Super Mario Wiki, the Mario encyclopedia
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Yellow Pipes are specific types of Warp Pipes in Mario & Luigi: Superstar Saga. They are found throughout the Beanbean Kingdom, notably around Oho Ocean, Gwarhar Lagoon and Teehee Valley. They are used to directly connect the surface and the underground. Unlike regular Warp Pipes, they do not automatically transport Mario and Luigi from one end to the other. If they enter it from the top, they immediately fall down. If they want to climb back up, and must be pressed and held at the same time, which makes them interlock arms and walk up the Yellow Pipe's sides. Around Oho Ocean and Gwarhar Lagoon, Yellow Pipes lead to the seabed, while in Teehee Valley, they lead to underground ruins. While Princess Peach is being escorted through Teehee Valley, she is brought through these Pipes and into one of the ruins if a Gritty Goomba captures her.