First welcome and congrats on your new addition.
Generally training does not start until about 2 weeks after all of the puppy shots are complete because you don't want your pup around other dogs until they are immunized.
I think puppy classes (most required that your pup be a certain age) should be with other dogs so they become socialized and learn to co-exist without aggression.
Just be sure that whatever class you take that they understand that you must use a harness, not a collar. Some trainers who don't really know small dogs don't get that. AND, rough training is absolutely inappropriate and if you see that in your trainer leave. Yorkies respond to positive behaviors!
Good luck and enjoy!
__________________ .  Cali  , and Cali's keeper and staff, Jay No, not a "mini" Yorkie - She loves to motor in her Mini Cooper car |