The best person to tell you is your Yorkie.
As said before, a good coat or a couple of layers is excellent, and a set of boots / shoes if your dog will wear them.
But the main thing to keep in mind is the time spent outside, and how your dog reacts to it.
When it gets below freezing, I would start only going out for a few mins at a time, build up tolerance and keep your trips outside to 10 - 15 mins max when it starts to get bitterly cold.
I don't bother with a coat for my boy (5 lbs) unless its an icey wind or below freezing, mainly because he tells me he doesn't want it. (I still keep a little tee-shirt or something in my pocket, and figure I can always scoop him up and insert him into my jacket if it gets bad).
I hope you enjoy making snowmen, snow angels and have loads of snowball fights with your little one.
