Stay is really for emphasis on all stationary commands, but the earlier your yorky learns to stay still where he is put, the better.
While it acclimatizes the yorky to the training to come, it is also a lesson in self-control, teaching the yorky patience and increasing his concentration and attention span.
Place your yorky in a sitting position and say “stay” while gradually backing away from him the length of the leash. He’ll probably try to move, but just keep placing him in the sit-stay position until he obeys. “Stay” should be reasonably easy after he knows “sit”.
Lie down is an optional part of this lesson, but it’s a good thing to get over with quickly. It lays the basics for some good tricks and helps make the yorky realize from the outset that you are the boss.
After all, it is a submissive gesture. Again, it is better to have your yorky on a leash so he cannot dart off, and you can use it as an aid. Tell him “lie down” and pull his front feet forward from underneath him as you apply pressure on his back to force him down.
When he lies down, don’t stroke and praise with too much enthusiasm or it may tempt him to get up. This lesson lasts as long as it does so that you can take frequent breaks and thus separate the various aspects of training.
The concentration span of your yorky is short, so watch for him to tire. After short, frequent breaks, stop and give your yorky a rest; walk him or do whatever you have to do to break the routine. Keep on working the animal until he knows something, but also give him time to rest.
The later training sessions may have slightly different methods, but these employed here give your yorky a quick idea of what training is all about. By the end of this session you’ll know the things about your yorky that need the most work.
You will be able to judge your yorky’s temperament and what type of methods he will need. Every dog that has had some preliminary training, that is not afraid of the leash and understands “come”, “sit”, and “down” will learn the subsequent exercises more quickly.
Though you may not realize it, a certain understanding between the yorky and you has already been established through this small amount of training.

