Welcome to YT! Prepare yourself, you not only have a puppy..... you have a TERRIER puppy! They are without a doubt the biggest personalities of the doggie world, but you will never laugh more, see more unadulterated joy to see you or a deeper love than with these little guys. Buckle your seat belt, this is like a roller coaster... Fun, in a crazy sort of way. Another member shared a link to another good resource, I would say this might be a place to offer insight into the training you are wanting to do.
Yorkshire Terrier Information Center | All About Yorkies
Good luck and we look forward to pics and hearing about your pup!