Alot of Yorkies have retained baby teeth. Most of Jackson's baby teeth fell out on their own; but he had 4 that had to be removed while he was under for his neuter operation. I suppose you could yank it out but it will most likely come out by itself if it's already lose... give her lots of bully sticks, chew toys and play a nice game of tug and I bet it will come out!
You can begin brushing her teeth now, especially to get her used to the brushing. The earlier the better... baby teeth can cause infection and nasty breath so I would recommend getting whatever teeth are left removed during her spay when she is old enough.