1. Mix the yeast and the warm water together in a small ramekin. The yeast needs warm water to activate; it will help the doughnut dough rise and stay fluffy. Let activate for 5 minutes.

 2. Mix yeast mixture, milk, sugar, salt, eggs, shortening, and 2 cups of the flour in a mixer on a low speed. Alternatively, you can use a wooden spoon and mix by hand, but be sure to mix the dry ingredients first, then the wet ingredients separately, and then combine the two.

3. Beat in remaining flour, ½ cup at a time, at a low speed. Do this until the dough no longer sticks to the bowl.
4. Knead the dough with your hands and knuckles for 5 minutes until the dough is smooth but elastic.
5. Set the dough into a greased bowl to rise. Cover with a towel and let stand until dough doubles in volume (about 1 hour). Dough will be ready when you can press a finger into it and the indentation stays.  
6. On a floured surface, roll the dough out until it's about 0.5 inch (1.3 cm) thick. Cut with a floured doughnut cutter, or cut into doughnut shapes by hand.  

Sumber : http://www.wikihow.com/Make-Doughnuts