It depends on the type of yard.
An ancillary/storage yard might have just a tool shed, or nothing.
At the other end if the spectrum is a classification yard with engine terminal.
Seeing that you are steam era changes things a little bit. There are certain mist haves, and maybes. An example of a "maybe" is New York Central using water troughs instead of towers in most places.
Must haves generally for steam are Water towers. Steam locos need to take on water more frequently than taking on coal. Virtually every yard had a water tower. Then some along the mainline too, even near the yard (for through trains).
Sand towers.
Coaling tower, large or small.
Possibly as ashpit where locomotives can empty their firebox.
Diesel fuel rack if it is transition years.
Tool shed(s) for track maintenance.
Tool shed(s) for locomotive maintenance (like oiling rods).
Supply shed(s) for cabeese (tools, rags, lanterns, toilet paper, eggs, bacon, coffee, etc).
Yard lighting.
Larger yards will have:
Engine houses/round houses.
Turntable obviously.
A ready track where steam locomotives are prepped for duty (which can take hours).
Machine shop or shops (loco repair, car repair, etc departments).
Interlocking type tower.
Dedicated caboose track with supply shed.
Freight car clean out track (especially for livestock cars).
Depending on the year and specific location, either a dirt/gravel parking lot or company housing within walking distance.
MOW building with both rail & street access.
Possibly a Union Office?
Passenger areas are a facet I know nothing about, but others do I'm sure.
There are lots of choices. Some are must haves, others are not.