Train her. Yes. But I'm going to give you some good advice. Never, ever take her out without a leash. They are terriers, or is it terrorists?
Anyway, all they need to see is a rabbit, a squirrel, or anything else of that ilk, and they are gone. Lots of people have learned the hard way and lost their little yorkies forever. I'll always say to train them, but it isn't worth the risk to take them out without a leash.