Diana -
1) Sure, there's no reason to wait.
2) It's important to understand what these codes do. They're there for you to establish ownership of your domain so that you can use the "webmaster" tools made available by the search engines.
When you try to claim ownership of your domain with 1 of the services (say Google Webmaster Tools GWT), Google will give you a code. You'll paste that code into WordPress SEO's area for a verification code and save your settings. That will allow Google to confirm it's your site. Without that verification process, someone else could manage your domain. The "where/how" do you get the code varies by the service. When you try to add a site to your GWT account, that's where you'll get the code.
If you set up these tools, you can explore them while you're building out the rest of your site.
Since you are in "building" mode, if that means not having the content you want, consider blocking search engines to your site and avoid using Yoast's sitemap capability until you want search engines to start crawling your site. On the other hand, if you have good content, but are adding to it, there's no reason not to let the search engines index you.
Hope that helps.
Quick update - I took a look at your site, and you have a few sample posts that have already been picked up by Google. You can see these by doing a site search with your domain. This is one thing you'd use GWT for - to remove things that you don't want in the search index.