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The quaternion for a given Z axis (yaw) rotation is given by:

w = cos(theta / 2) x = 0 y = 0 z = sin(theta / 2)

where theta is the yaw angle in radians. If X (roll) or Y (pitch) axis rotations are involved too, the formula is a little more tedious, and can be found on Wikipedia.

The tf library has very helpful functions for constructing quaternions from Euler angles. For yaw quaternions, there is tf::createQuaternionFromYaw(double yaw) which takes a single argument which is the yaw angle in radians and returns a tf::Quaternion object that is equivalent. There is also tf::createQuaternionMsgFromYaw(double yaw) (notice the 'Msg') which is similar, but returns a geometry_msgs::Quaternion ROS message.

For all three axes, there is tf::createQuaternionFromRPY(double roll, double pitch, double yaw) and tf::createQuaternionMsgFromRollPitchYaw(double roll, double pitch, double yaw).

Of course, this is all available in C++ by including <tf/tf.h>. In Python, it looks like you can convert Euler angles into a quaternion using transformations.py (doc_link). I haven't used it myself before though.