It's basically why they may follow you to the bathroom too. They want to be close by so they know if you leave.

My dog and another dog that I watch both get "snorty" when you give them a treat or if they get excited about something. The vet told me that it was because he had kennel cough as a puppy, he will probably always have some type of cough. The kennel cough is characterized by a snorty honking type of sound where they cant get air through their nose.
It can also be caused by allergies and having junk draining down their throat. If these are the types of breathing issues you're seeing, then push up on his nose a little, almost so he can't breathe through his nose and then he will breathe through his mouth and stop the coughing till he settles down.

What type of specific questions do you have about their care? If you aren't used to small dogs you have to consider if they can jump onto couches or beds. They will need smaller treats and most little dogs like to be in your lap all day.

Yorkies tend to have longer silky hair, so periodic brushing to make sure its not tangled or gathering leaves and grass. Small dogs also need more dental care.

Thanks