Hello and welcome to YT!!! Can't wait to see pics of your little one!
While I wouldn't recommend them swimming so young or so small... there are some yorkies that swim. Not mine though... she's a big baby about her bath
See this thread:
http://www.yorkietalk.com/forums/general-yorkshire-terrier-discussion/169341-does-your-yorkie-like-water.html
Towards the end there are people that even talk about their pups swimming in pools!