Hi folks.
After read many way to make run PHPExcel insine Yii, and after read how to write a custom autoloader on Yii Coockbook, I write a little class with an autoloader and few steps for use PHPExcel inside a Yii application.
Here is the code and readme with the steaps:
https://bitbucket.org/upnfm/yiiexcel
And here on the yii extension section: