A reward or positive reinforcement, such as nice praise or a favorite treat can be very helpful when teaching good behavior or new commands to your Yorkshire Terrier.
The Yorkshire Terrier is a very intelligent dog. Be consistent when training your Yorkshire Terrier. Remember to keep your Yorkshire Terrier's attention and have some fun during training. Reward your Yorkshire Terrier when he demonstrates the desired behavior that you are teaching him.
You may want to watch this Video Training Puppy to Lie Down | DailyPuppy.com, a puppy training video which shows how to teach a puppy to lie down on command. The dog expert works with a Corgi in the video and she demonstrates how to use positive reinforcement while teaching the Corgi how to lie down. She used a little piece of cheese, but appropriate dog treats may be used as a reward.
It may be helpful to try to maintain a regular daily routine or schedule so that it will be easier for your Yorkshire Terrier to understand what is expected of him. Hopefully, you will both enjoy your quality time together when you are teaching him new commands and having some fun together!