I think Yorkies can swim and they do it well. I started by putting my boys on a boogie board in the water with me when the water was warmer ... I put lifejackets on them. I would swim and they got riled up with the kids jumping in the water off the diving board. They would get so riled up, they would jump off the diving board and swim, so then I taught them how to get out on their own. They would jump in and we would swim to the stairs to get out and say the word stairs over & over. Soon they associated stairs with getting out. Now they jump in the pool all the time on their own and swim to the stairs to get out all on their own.
I would say just keep putting them in, or entice them to go in on their own, don't scare them, else they'll never do it again. I let my boys do it on their own terms, never throwing them in. Luckily their biggest enticement is ME! LOL So if I'm in the pool, that is where they want to be too!
They still don't really care for baths.