Yes.Fit connects to Apple Watch through Apple Health. Apple Health is the connection to your smart phone which allows your watch to connect. You can also connect to Yes.Fit without the Apple Watch and Yes.Fit will pick up your steps from your mobile phone.
You must allow all permissions when prompted to allow data to come into Yes.Fit. This is an Apple mandate, not Yes.Fit.
Here is a quick Video on getting your Apple Health set up in Yes.Fit.