Once you have flashed your Edison with the Yocto image, you can connect to a Wi-Fi network directly. However, you have to configure the Wi-Fi settings first. In order to configure your Wi-Fi settings, you have to enter in the terminal and run the command configure_edison --wifi.
Alternatively, you can run the command configure_edison --setup instead, to configure the Wi-Fi settings among other settings. Please refer to this guide to know how to configure the Edison and connect to a Wi-Fi network: Connecting your Intel Edison board using Wi-Fi* | Intel® Developer Zone.