'It's not the evening yet?' - is correct.

It depends on the context. (That applies to almost every question asked here. :) ) Anyway, if one is asking about the time of day in general, the most natural way to say it is: It's not evening yet? If one is referring to a specific evening, such as when a party is to occur, then one could say: It's not the evening yet? or It's not that evening yet? To say "It's not an evening yet?" would be even less common, but not impossible.

Depends on the situation. If you are waiting to some special evening, birthday of your son etc. you may ask you wife, on the way home from work, darling, it's not the evening yet? If she knows that both of you are waiting to this particular evening, the birthday of your son. If you have just woke up, and you see someone beside you, you may ask that person, it's not an evening yet? Hoping that it is evening. Because you have gone to bed with intention to sleep all the day till the evening. A thought have just crossed my mind. You meant to ask us about russian phrase Еще не вечер? If so, then it would be "It ain't over 'til it's over"