A Yonko is it's own empire, with it's own military and arsenals
This would wage a war, but the WG isn't technically worried about Yonkos, No yonko has actively tried raiding MF/HQ and they're usually just on their own doing their business in their territory
What the WG is really cautious about are the revolutionary army, given once they've already raided due to the setting being a place where they would have an advantage with the admirals being restricted.
So yeah, it's really the REVS who they really have to look out for, it' should be the 2nd biggest military behind the navy in the OP.
If Admirals are out of the HQ, Revs will take action fast, Yonkos would be doing their businesses