Can Yellow Kennen when played from Hidden Stun any unit he wants?

No. When you play Kennen from Hidden, his "When you play me... stun a unit" is a play effect, and Hidden's targeting restriction (Rule 811.1.d.2) requires all targets of a hidden play effect to be chosen from the same battlefield where the card was hidden. Since "Stun a unit" doesn't have its own restriction that would make targeting elsewhere necessary, you must pick a target at Kennen's battlefield.

If Kennen later attacks (played normally, not from Hidden), the attack trigger is a regular triggered ability — no Hidden targeting restriction applies, so that trigger can stun a unit at any location.