I was unable to because there is no bridge file.
This is correct, there is no bridge file.
Do you have any documentation on crafting bridge files?
If all they need to do is share cookies I would assume it would be possible?
No, there is no documentation on bridge file creation. I suggest taking a look at the smf bridge file (because Yabb SE used to be the ancestor of SMF) to come up with a bridge file of your own. However, I'd recommend upgrading your YaBB SE.
However, if you're actually running YaBB (and not YaBB SE), then you're probably out of luck: YaBB was not database-driven as far as I know, so bridging will be harder (or even impossible). Bridging is not just a matter of sharing cookies - there are other things to be taken into account: when bridged, coppermine needs to figure out your users and groups by running queries against the database tables of the app you're bridging with. You can't do that with a flatfile forum like YaBB.
Bottom line: I'd rather look into getting a new BBS, preferably one with existing bridging support.
The matter of determing which user is logged in doesn't necessarily need to be pulled from a database. Maybe there's some feature I have not looked at yet in Coppermine which requires more information other than that.
Anyway - thanks for the timely response.