Welcome to YT! Bailey is adorable
I also have a little female we brought home in Jan. and since she is so tiny and it was sooooo cold outside when we brought her home we use pee pads with her. My two year old male is outside trained, and she will be too eventually. We have a fenced in back yard so its super convenient.
What we did with Lorelei training her to use pee pads every time she ate or drank we put her on the pad. She would try to walk off and we would just calmly put her back on the pad. When she would use it we would praise her and give her a training treat. Yorkie babies have very small bladders, so every two to three hours we would put her on the pad just to see if she had to go. They learn very quickly that the pee pad is the place they should potty. Most pee pads have a scent on them that makes furbabies want to potty there.
We have never had trouble with one being smelly but we change them pretty often as they aren't really that expensive and Lorelei is finicky if she has used it too many times she looks at us like "Ew gross Mommy its dirty, please give me a clean one" lol
Good luck with her training and congrats on the addition to your family!