Yoto players are amazing, but the books are not cheap. I've been adding books to my daughter's library using the instructions above. You'll need to access us.yotoplay.com first. Make sure you have an account.
If you already have an account here is a more direct link: my.yotoplay.com/my-cards/playlists
I've been using www.loyalbooks.com for years to download audiobooks. Now I can use them on my daughter's Yoto player, too.
Pro Tip: Download the audiobooks you like and listen from the app. You've got your very own audiobook reader in the Yoto app.