Anyway, I bought yam from a grocery store on Saturday. It's budding. How do I plant it? Currently I've just been watering the tuber itself and keeping it sitting in a sunny windowsill.

House Plant Forum is a good place to ask about yams as any.

First, Congrats. Most yams/sweet potatoes are sprayed w/a retardant to prevent budding. You probably found the one and only yam that wasn't sprayed, lol.

Before retardants were used, some people set yams in water, others in soil. If it were my yam, it'd go in soil. Side that's budding, facing up.
Don't bury the entire yam. After buds/vines grow longer, you can add a little more soil to cover potato.

Good luck, Toni

I'd prefer to leave some of the tuber exposed if I could as yam tubers are rather interesting looking. Not really sure where the roots grow from, however. Some tubers I've seen on google image search have them sprouting all along the length of the tuber, whereas others appear to only have roots coming out of approximately where the vines grow from.

Also it might be a D. rotunda. I guess I'll have to see what the leaves look like.