Those locks are made with a couple different radio options, and in particular, the one compatible with Alarm.com and the alarm panel is the Z-wave model.
If your Yale lock is a wifi model instead it will not be compatible at this time.
If you have the Z-wave version, are you running through the pairing steps in Alarm.com or directly on your alarm panel? When you start the pairing process in Alarm.com it is placing your panel into inclusion mode, then you need to follow the pair process for the lock.
A general guide to adding Z-wave locks is found here: