Yorkies are very extremely gifted. They have a very curious mind that is just waiting to be challenged. If you don't exercise this mind and train the dog the way you want the Yorkie may just outsmart you!
Training does more than exercise the mind. A well trained Yorkie makes a better pet and companion. She knows how to stay while you leave the door open for a minute, sit politely out of the way while you are busy with something, lie down while you groom her, and come when you call her. Training won't spoil your Yorkie's spirit. In fact, proper training will strengthen the bond between you and your dog by helping your dog understand what you are trying to tell her. When you train your dog the right way, both of you will look forward to spending time together.
Training the right way means making learning fun and exciting to your dog and by rewarding it with toys, treats, and special play time with you. Your dog will learn better and faster if training is fun and rewarding. Just as you like to learn by being interested and having fun instead of the old "choke collar" way of training, the smart Yorkie will rebel with heavy handed training methods. To get this smart Yorkie to do what you want, it was to be what SHE wants. One way to do this is with rewards.
Food is a good training aid. It is used initially to guide the dog and later as a reward. The dog is then gradually weaned from getting a food reward each time, but instead gets a reward only at random for the correct behavior.
Clicker training is the newest training method, behaviors are shaped by giving the dog a "click" and then a reward after each new behavior. Gradually shaping behaviors until the "click" is the reward for doing a good job.
There are multiple training books available for clicker training and other training methods. Also places like Petsmart have puppy kindergartens and dog obedience classes to help you train your dogs. Any training you do with your dog will benefit both you and your dog and make your dog a better behaved pet and companion.