Straight from the horse's mouth, Author Vincent Baker in Dogs in the Vineyard, first edition, pages 91-92:
"Drive Play Toward Conflict
Every moment of play, roll dice or say yes. If nothing’s at stake, say yes to the players, whatever they’re doing. Just plain go along with them. If they ask for information, give it to them. If they have their characters go somewhere, they’re there. If they want it, it’s theirs. Sooner or later— sooner, because your town’s pregnant with crisis— they’ll have their characters do something that someone else won’t like. Bang! Something’s at stake. Launch the conflict and roll the dice. Roll dice or say yes. Roll dice or say yes. Roll dice or say yes."
This idea predates Dogs in the Vineyard (it appears in Nobilis in a slightly different form, and probably other games), but when people say, "Say Yes or Roll the Dice," they are probably talking about Dogs or learned it from Dogs.
This raises the question, "What should a 'say yes' GM do if they have an asinine player who asks questions like, 'Do I find a suitcase of loot on the ground?'" Make a highly difficult spot check and in the unlikely event they succeed actually give them the suitcase of loot? That's how it works in Donjon. Another option is to ask the other players, for example:
Player 1: Are there weapons hanging on the walls?
GM: I don't know, what do to the rest of you guys think, does it make sense for the guards to keep the weapons on the walls here?
Players 2 & 3: No, they'd be in the armory.
A variation of this is "say yes on the second try" - for example, in a detective adventure for Faery's Tale, the module tells the GM to always let the second suspect be the criminal - much like an episode of Bones where the third suspect is always the murderer. This puts in a grey area between traditional and new; surely you wouldn't want your players to know that the only reason they found the suspect was not because they were clever but because you had decided their second choice would be correct no matter what.