Sessions that are sleeping are not doing anything, therefore they cannot be currently using CPU. A session that is currently using CPU is in the RUNNING state.

SOS_Scheduler_Yield is not an absolute indicator of CPU pressure. It's an indication that you have queries that are doing CPU-intensive tasks without requiring resources that will force them to wait for access (locks, latches, memory structures, etc). You can have SOS_Scheduler_Yield without CPU pressure and you can have CPU pressure without SOS_Scheduler_Yield