Which precompiled version should I use?

As of version 2.12, the following precompiled versions are available:

MSVC	ICCC
yafu-x64-sse41.exe yafu-x64-avx2.exe yafu-x64-avx512.exe yafu-x64-avx512-ifma.exe	yafu-x64-intel-sse41.exe yafu-x64-intel-avx2.exe yafu-x64-intel-avx512.exe yafu-x64-intel-avx512-ifma.exe

SSE41, AVX2, AVX512, and AVX512-IFMA refer to instruction set extensions that the versions respectively support.
SIQS, ECM, and YAFU's prime sieve all get progressively faster with more modern extensions.
See here for more information:
https://en.wikipedia.org/wiki/Advanced_Vector_Extensions
https://en.wikipedia.org/wiki/AVX-512#CPUs_with_AVX-512

The "Intel" versions are compiled with Intel C++ Compiler Classic and may be slightly faster than the equivalent MSVC-compiled version.
They should work on Zen4 or newer AMD CPUs (but possibly not older AMD).

Pick the best one that your CPU supports.

Roughly speaking:

If you have an Ice Lake, Tiger Lake, Rocket Lake, or Sapphire Rapids CPU, use AVX512-IFMA.
If you have an Intel SkylakeX or certain Cannon Lake or Cascade Lake CPUs, use AVX512.
If you have an Intel Haswell CPU or newer (newer than 2013), use AVX2.
If you have a Zen4 or Zen5 AMD CPU, use AVX512-IFMA.
If you have another AMD CPU newer than 2015, use AVX2 (MSVC).
Otherwise use SSE41.