Everyone above basically answered your question. A harness is best as yorkies are suceptible (SP) to collasped trachea (if they're on a collar and you were to ''tug'', think about the force to their little necks)
As far as going out goes, I didn't start taking Daisy out til she was about 5 months. They are definately very nervous and hard to coax to walk.
You'll end up carrying her for the ''walk''. They'll eventually grow up and love trips outside...so patience..
Btw, your baby is a cutie!