Hi, Kimberly here from landscape-solutions-for-you. Thank you for taking the time to ask a question. There are a couple of things you can do for your Yucca Cane plant. The first thing that comes to mind is, was there a warranty on the plant? If there is, you might want to return the plant.
One option for you to look at is take your finger nail or a small knife and scratch the surface of a branch of the plant. If it is green, it is still alive. If it is brown, it is in shock or it could have not survived. If there is still green, I would recommend you transplant the plant into fresh potting soil. When you do this, you can see if the roots are in tack and still strong. If everything looks alright, get on a good watering schedule and make sure the light requirements are proper. Your root system has to be strong in order for the plant to survive.
Another option for you to do is bring the plant to a local nursery and see if they can identify the problem.
When a potted plant goes into another enviroment, sometimes it will go into shock and the leaves will turn yellow. This is normal, and the main thing to do when you first purchase a plant is proper watering and location.
I hope this helps some and let us know how your Yucca Cane does. Thank you again for asking a question, and feel free anytime to ask questions. Have a great day!