1) Why is it yellow?
The color of a star basically depends on the temperature of its outer layers.
Typically stars which have an outer temperature between 5,200 Kelvin οΎ–6,000 Kelvin are 'yellow'
2) Does it appear yellow yet give off pure white light?
Every star emits electromagnetic radiation. This radiation ranges from every frequency in the electromagnetic spectrum.
3) Does this mean everything we look at in daylight is "a bit yellower" than it would be in pure white?
Nope. The color of an object is a characteristic of what ranges of visible light that the object absorbs or reflects.
4) Are there stars out there that appear like at close distance (like we are to our sun) white?
White stars generally have outer surface temperatures between 6000K -10000K. The distance the observer is from a star is mostly irrelevant as long as you are in visible range of the star (able to see it). A black ball is black if you are 10 meters from it or 100 meters.
5) Would things look different on a planet with a white star (if there are such things) than to here?
If by 'Look' you mean would objects be whiter or some different color than they are here->nope. But a planet orbiting a white star would most likely have drastic differences from earth-- the earth is a very special planet which are perhaps not common to the universe. Changing the sun type would most likely cause earth-like characteristics to cease to exist in the planets orbiting it. But there are many variables to this problem, and if you really are interested you could take a bunch of basic physics courses.