I just wanted to expand on Lolasmom's advice with a few tips to fine tune your basic training.
1. Train Sophia after a walk to drain excess energy.
2. Make sure you have Sophia's attention (she should be looking at you) when you give her a command.
3. Use hand signals and higher pitch voice because;
a) in the beginning, youngers dogs are more visual. b) you have a better chance getting a terrier's attention when you sound like prey (mice-eep! eep!) and it makes you more exciting and fun. Ever wonder why yorkies love squeaky toys?
Please take a look at the thread Training in progress in the training section. Capt-noone/Uni and Britster/Jaskson videos are a good example of making it fun and keeping their dogs focus.
4. Almost all the training books says the #1 mistake we make is to repeat our commands. I'll use 'sit' for example. When you say ....sit...sit...sit!... your teaching a dog that they do not have to obey the command the first time you give it. Say it once then give them a moment to figure it out. If they don't get it, say the command a second time then gently put them in the sit position.
In my experience in training class, when someone gets fustrated and starts repeating commands, it can sometimes overwhelm a dog, especially a shy and timid one, and they will shut down. So please everyone, don't let it get to this point. Keep it fun for the both of you and end training on a good note.
There is this saying... the bigger the challenge, the sweeter the Q.
I would suggest going online to a yorkie or cat rescue site for some advice because they usually have a section on how to introduce your new pet to your exsisting one.
Best of luck!