First of all ....Welcome to YT!!
When i got Oliver (my first yorkie) i tried keeping him in a pen with all his necessities, (bed, toys, paper, food and water) He did fine all day but when it came to night and me going to bed he would get upset and carry on......i finally read about how they like to be with their "pack" and so I decided to try putting him in a crate to sleep at night and i put it on our nightstand in our bedroom. That way he could see me and feel close...if he carried on at all i would stick my fingers through the gate on his kennel to comfort him!.....it worked for us and him!!