Hi and welcome to YT. Your little Yorkie needs to protected at all times from your bigger dog right now. They will learn how to get along and treat other, but for right now she is too fragile.
I am more concerned about your feelings about this puppy. It is not a good idea to even get a puppy/or any other animal if the whole family is not fully commited to having anther family member. It is not fair to you , if it all falls on you to take care of the puppy, that you did not want in the first place.
Children can be very convincing but, a puppy is like having anther child around the house.
I just do not want you to resent the puppy and regret having her.