Welcome to YT! Everyone has given such great tips, I'm a first time yorkie owner too and my pup is about 16 weeks (not quite 4 months yet) and it has been quite the process getting him potty trained! The only advice I can give you is just be patient
If you keep him on a set schedule he'll get used to it and start going outside. If it takes you a while to get to the yard (I'm in an apartment so I have to go down a flight of stairs just to get him to grass) I use a pee patch on my deck....it works amazingly well!!! He is now starting to go to my door if he needs to go out and will go right on the pee patch (its basically a large patch of fake grass with a tray underneath that you can clean and re-use). Best of luck and congratulations on your new baby!!!