Our Yorkie, Elvis, is now 10 months old. He loves to fetch and has learned to retrieve a toy based on the toy's name. We started when he was about 12 weeks old and would introduce a new toy to him by name. Then we play fetch, we ask him to return it to us, using the toys name. At first, he would only come within a few feet of us and try to get us to chase him, but we refused. We held our hand out with a treat in it, and would give it to him when he released the toy into our hand to retrieve the treat. We would only work with him on this when he was in a playful mood, and then only for a few minutes at a time.
Now we just ask him to bring us a toy (using the toy's name) from his toy box and he is happy to do so. Be patient with your yorkie and I'm sure he'll do fine