Hello Amine,

One of the most general facts is that, if a Lie group admits a torsion free and (locally)
flat connection (some authors call it an affine structure) which is invariant under
left translations, then its Lie algebra properly contains (is not equal to) its derived ideal
(Lie ideal generated by the Lie bracket of all vectors.) Equivalently, the dimension of such a
Lie group is strictly greater than that of its commutator subgroup.
As a particular case, this obstruction bans semisimple Lie groups from being endowed with
such connections.

That is a result of J. Helmstetter, in
"Radical d’une algebre symetrique a gauche. Ann. Inst. Fourier 29, no 4, (1979), 17-35.

Now, it is well known since the end of the 60s, that a left invariant symplectic
structure in a Lie group provides the latter with a left invariant flat and torsion
free connection, just as above (Koszul, Vinberg, Matsushima,...). If $\omega$ is the corresponding left invariant symplectic form, then $\nabla$ is provided by the formula $\omega (\nabla_xy,z):= - \omega (y, [x,y])$, where, of course, $\nabla$ stands for the needed connection and $x,y,z$ are any left invariant vector fields on the Lie group. Hence the same obtruction obviously applies, as well.

However, there are many nonsolvable symplectic Lie groups
(Lie groups with a left invariant symplectic structure) and the most discussed amongst them,
is certainly the ordinary group of affine transformations of the Euclidean space of dimension
strictly greater than 1. Here the expression "affine transformations" relates to the ordinary ones, i.e. to transformations of the form F(x) = L(x) + v. Where L is a linear nonsingular map and v is a constant vector.

As for the relationship with the Classical Yang-Baxter Equation (CYBE), to the more general answer
provided above by Nicola Ciccoli (D.V Alekseevsky and A.M. Perelomov, Journal of Geometry and Physics 22 (1997) 191-211, or, A. Lichnerowicz and A. Medina, Letters Math. Phy. 16, 225-335, (1988), ... ), I must add that invariant symplectic structures (1-1) correspond to invertible (skew-symmetric) solutions of the CYBE on Lie groups (same construction as explained by Nicola Ciccoli).
For references on this part, you can have a look at, for example, A. Diatta and A. Medina, Manuscripta Math. 114 (2004), no. 4, 477–486.

Now, as for the question as to which Lie groups can bear left invariant symplectic structures
and for more general results (including general properties, relationship with homogeneous bounded domains or Kahler Geometry, existence questions, construction procedures such as the so-called double extention and T*-extension,...) I can refer you to various papers by A. Medina, A. Lichnerowicz and A. Medina, A. Medina and Ph. Revoy,
J.M. Dardie and A. Medina, M. Nguiffo Boyom, M. Bordemann, I. Bajo, S. Benayadi, D.V. Alekseevsky, E.B. Vinberg, S.G. Gindikin, I.I. Pjateckii-Sapiro, J.Dorfmeister, K.Nakajima, ... amongst the loads of authors who have worked on various aspects of the subject.
The litterature is quite rich and yet, several interesting deep questions are still waiting for answers.
However, there is a complete classification in low dimension up to dimension 4 and, at least partly, in dimension 6.