According to the manual http://jp.php.net/manual/en/memcache.installation.php;

• Download & install libevent (memcached dependency) ~~~ $ wget http://www.monkey.org/~provos/libevent-1.4.8-stable.tar.gz $ tar xfz libevent-1.4.8-stable.tar.gz $ cd libevent-1.4.8-stable $ ./configure && make && sudo make install ~~~

• Create a symlink to libevent ~~~ $ sudo ln -s /usr/local/lib/libevent-1.4.so.2 /usr/lib ~~~

• Download & install memcached ~~~ $ wget http://danga.com/memcached/dist/memcached-1.2.6.tar.gz $ tar xfz memcached-1.2.6.tar.gz $ cd memcached-1.2.6 $ ./configure && make && sudo make install ~~~

• Run memcached as a daemon ~~~

  memcached -d -m 1024 -u root -l 127.0.0.1 -p 11211 ¶

• Configure cache application component in the configure file (protected/config/main.php).

'cache'=>array(
                 'class'=>'system.caching.CMemCache',
                 'servers'=>array(
                            array('host'=>'localhost', 'port'=>11211, 'weight'=>60),
                     ),
                 ),

• Insert beginCache()/endCache() statement in front of/after the widget.

<?php if($this->beginCache('tagCloud', array('duration'=>60))) { ?>
    <?php $this->widget('TagCloud'); ?>
    <?php $this->endCache(); } ?>

    <?php if($this->beginCache('RecentPosts', array('duration'=>60))) { ?>
    <?php $this->widget('RecentPosts'); ?>
    <?php $this->endCache(); } ?>

    <?php if($this->beginCache('RecentComments', array('duration'=>60))) { ?>
    <?php $this->widget('RecentComments'); ?>
    <?php $this->endCache(); } ?>

Note: Please be careful to use the cache, because it increases the performance of the application, but decreases the interactivity.