In terms of what to be careful with in a multi-size, multi-dog household
- Big dogs can very easily hurt little puppies; IMO its infinitely easier when the younger dog is the small breed, because conceivably that means you have more control over the larger dog vs if they were the younger one. Carefully monitor play between the two, and don't fall into the trap thinking that just because the larger dog isn't showing aggression they won't hurt the small puppies. DIscourage the larger dog using his paws in play from the start- with mine I end all play that involves swatting immediately by separating the dogs, my big dog caught on quickly to what she was and wasn't allowed to do.
- small breed puppies need smaller toys, and these are choking hazards for big dogs, so I usually pick up all the smaller toys (tiny stuffed animals, small bones, small rope tugs and balls, etc) so that the big dog can't get them.
Training a small dog is an adjustment when you're used to big ones, IME. You have to do a lot more bending down to give rewards, and get good at bending quickly so you can get the reward to the puppy while they're still doing the thing you want.
Leashes need to be much thinner, also, and especially with a very teeny tiny pup like a Yorkie you'll want to look for leashes that have light-weight clips. Some of the clips are SUPER heavy and will hit the small dog in the chest/legs uncomfortably, especially when worn with a front clip harness.
Depending on how small the yorkie is you might have trouble finding good collars and harnesses. The large chain stores have an OK selection, online shopping will probably be your friend though. I suggest starting with leashes under 1/2", preferably ~3/8". Also, many of the training aids (head collars and front clip harnesses) can be difficult to fit to a pup that small.
Good luck with the pup! I personally really like having one large dog and one small dog. The large dog is good for feeling a little more secure/being a crime deterrent but I still have one to lay in my lap and that is more portable because she can be carried if we need to take public transportation or end up in a busy place or gets tired.