When yokies coat grows to a certain length, usually around 9 months to 1 year (depending on coat and length), we wrap it. I wait till it reaches the floor, but others wrap a lot sooner. You oil it and that papers and part the coat in sctions and then wrap it up/fold the hair into the wraps. There are some great sites out there to give directions for this. We do this for show. If your yorkie is just a pet, I would not bother with this. It is a lot of work!
Jon-An's Yorkshire Terrier Coat Care - coat care
Jon-An's Yorkshire Terriers (How I wrap a show dog) - wraps
The only thing I do is bath with Panteene shampoo and conditioner and oil with Neutrgena Bath oil mised with water. I feed Natures Variety Chicken. That is it!