It's probably trying to install to a partition or a directory on your HDD/SSD that is already being consumed by something else. I would recommend creating an additional partition -- one specifically dedicated to your OS *only* -- and try installing to that partition of the HDD.

Here is how to create partitions upon installation of Mint:
Installation Guide of Linux Mint 19.2 Codename 'Tina' with Screenshots

Installing things to partitions is a good safeguard against corruption: If something gets corrupted in another partition, the partition in which you installed your OS to will likely be safe (assuming your HDD is not physically damaged in some way).

In order to use Yumi in the first place, don't you need to have Windows running on your computer? I thought it was a Windows executable, not a grub thing. (I could be wrong, though. I use Mac, not Windows.) So do you still have Windows installed on your computer? Thus, are you trying to install Mint to the same partition that Windows is installed on? Because you can't do that unless you wipe away the Windows partition altogether first. It won't install if something else is already there.

I could be wrong, but it really sounds like the Yumi executable is running on Windows right now, and well, when you're running that program on Windows, it's not going to let you wipe away Windows because it needs Windows in order to work.

Try doing the partition thing I said. I bet you it will let you install the OS that way.