Soon all new files posted in Office 365 connected Yammer groups will now be stored in your SharePoint associated with an Office 365 Group. Keep in mind that existing files, files in unconnected groups, and files in private messages will not be impacted by this change and will continue to be stored within original location. Update will begin rolling out towards the end of December and is expected to be completed worldwide by end of March 2019.
Gradually rolling out through March 2019.
You don’t need to do anything to prepare for this change, but you may consider updating user training, and notifying your help-desk if required.