Right now BE 2.5 does not have anything out of the box for a forum.
Hopefully one day it will.
I personally think BE needs "Modules" so that you can plug in a forum or an shopping cart solution if needed.
Like Extensions but with more power and scope.
This will make BE complete!! :)
Maybe for BE 3.5 ? :)
You can just have BE+YAF by droping in the YAF .dlls into the bin directory
Then mirage the role provider into one.
and then some other mods and in theory should work.
Others had done it.