Hi, Welcome to yorkietalk.
It takes time to train these little ones. 8 weeks is young for a yorkie. You will find by talking to other yorkie owners on this site that they recommend a yorkie staying with mama until 12 weeks. So...be patient. Even at 12 weeks, when you bring them home for the first time, they are a bundle of energy and missing mom.
Good luck and congrats on your new puppy!