The shelter should be fine with you keeping the dog, if you call them. You can call the shelter and tell them you found a yorkie and they will document that, so if someone comes in looking for her, they can find that information. I would also put up fliers all over the place.
Does it look like she's well taken care of? I am really hoping that someone didn't drop her off... I'm sure someone out there is a mess because they have lost her. Do everything you can to find her owners
