1. Install conky.

2. Extract contents of the archive into your home folder.

3.Change folder name: "conky" to ".conky"

3. Go to Yahoo Weather and search you city code.

4. Open the file .conky/conkyrc_weather with any text editor, search for 766273 and replace it with you Yahoo Weather city code.

also in the same line
u=c for centigrade
u=f for Fahrenheit

5. Add .conky/conkystart.sh to your Startup Applications. for auto-startup on next login.

6. Enjoy.