I started testing with it in our sandbox. You just need to request that Yubikey be enabled as a factor in your tenant or sandbox and they can turn it on. There are some pretty simple instructions that are provided for enrollment and it works well. Good luck!
The instructions are targeted at people that have procured Yubikeys and recieved their secrets file with it. Since you got your key elsewhere you'll need to download the Yubi personalization tool from here:
Once downloaded follow these instructions to program your freebie key(s) and create the file for import into Okta.