You are able to pick your order up at Yodel's warehouse, but only after Yodel has made a delivery attempt.
If Yodel finds you unavailable, they will leave a note with information. You can use your tracking code and the information to reschedule the delivery or to schedule a pick-up date at your local Yodel Service Centre. You can do this via the Yodel App, which is available via Apple Store and Google Play. Yodel can't keep a package in their warehouse for more than 10 days, so please keep that in mind while scheduling your pickup date.