Had any incident happened in Hinduism history where a Yaksha did penance and got boon from supreme Gods? I want to know about Yakshas. Do they also do penance and get boon like Asuras?
Yes. Kubera, lord of the Yakshas performed penance and received boons from Brahma. See here
Afterwards Kubera performed penance for ten thousand years in water with head submerged, to please Brahmā. Yet, Brahmā did not appear. Then he performed penance standing on one foot in the centre of Pañcāgni. Brahmā appeared and asked him to choose any boon. Kubera requested that he might be made a lokapālaka (protector of the universe) and the custodian of wealth, and Brahmā responded by supplying Kubera the treasures Śaṅkha nidhi and Padmanidhi and also the Puṣpaka Vimāna as vehicle. He was also appointed one of the Aṣṭadikpālakas
Above is from Puranic Encyclopedia by by Vettam Mani.
This is also corroborated in Hindu Mythology, Vedic and Puranic, by W.J. Wilkins, 
Kuvera, the god of riches, does not occupy a very conspicuous position in the mythology of the Hindus. No images or pictures of him are to be had, though he is frequently referred to in the Rāmāyana as the lord of gold and wealth. "Brahmā had a mental son named Pulastya, who again had a mental son named Gaviputra Vaisravana (Kuvera). The latter deserted his father, and went to Brahmā, who as a reward made him immortal, and appointed him to be the god of riches, with Lanka for his capital, and the car Pushpaka for his vehicle.
Yes, Yakshas did penance and got boons from supreme Gods.
One such instance is given in Valmiki Ramayana: Bala Kanda: Sarga 25:
Once there was a formidable yaksha named Suketu, but he was childless, and he who had devout conduct performed a great ascesis.
Gladdening at his ascesis, Rama, then the Forefather Brahma gave him a gemlike daughter who is renowned by the name of Tataka.