In Dashlane Premium or Dashlane for Business, turn on two-factor authentication and follow the steps to enable 2FA. Be sure you have selected the option to enable 2FA Each time I log in to Dashlane. Once 2FA is set up, you can then add a YubiKey. Set up additional backup YubiKeys the same way. (You can add up to 20 backup YubiKeys.)
For more information about how to use YubiKeys with Dashlane, see the Dashlane FAQ.