Like many services in Office 365, Yammer can take advantage of Office 365 Groups. If your Yammer deployment has Office 365 identity enabled AND has a single network associated with your Office 365 tenant, you can configure groups created in Yammer to automatically provision an Office 365 Group.
To configure Office 365 connected groups, observe the following steps to migrate users to Azure AD and then enforce Office 365 identity for Yammer. Eligible Yammer groups will be automatically upgraded.
Only groups created in Yammer will be Yammer connected Office 365 Groups. Creating an Office 365 Group in other services or applications, such as Outlook or Teams, will not create a Yammer connected group.