Congrats on your new furbaby!!!
What I did when I got Odie he was only 6 weeks old ( we didn't realize he was so young) I got a crate put some soft blankies in there with a clock wrapped in a hand towel and he slept with the sound of the ticking of the clock. He did get up during the night and what I did was took him out of the crate and let him go pee I fed him and then he would cuddle for a little bit then fell asleep in my arms. I put him back into the crate and he went to sleep for another couple hours. He doesn't sleep with us because we have a high bed and I didn't want him to fall out of our bed. He is now 10 weeks old and is doing very well. He now knows that about 11:30ish is bed time and he will go into his *little house* and go to sleep. He is a wonderful little companion and I couldn't imagine our lives without him there.
Good luck with your new baby.
All the best and welcome to the wonderful world of Yorkies