The problem is that they’re essentially two different languages. The Yammer REST API appears to be a custom API designed for the purpose of integrating Yammer chat into things, e.g. for including chat functionality inside your own mobile app.
While Webhooks is a separate semi-but-not-really-standard way of delivering information (generally changes of state, e.g. a new topic in Discourse) to somewhere that needs to be notified of that information. The receiver (Yammer in this case) needs to understand that information as defined by the sending application, (Discourse) i.e. the receiver needs to explicitly support receiving information from the specific application or group of applications using the same style of Webhooks.
As far as I can tell, Yammer does not so the Webhooks can’t be used directly. A plugin could be written to implement the necessary parts of the Yammer API and send messages for the desired events. Depending on your purpose and budget, you might be able to find someone to do this for you by posting in Marketplace.
Alternatively, you might be able to use a service which supports both Discourse Webhooks and Yammer to act as a bridge. Zapier is one such service, though I don’t know if it supports Yammer. There is another service I saw being discussed here recently and a couple of their staff members seemed pretty responsive and helpful, though I can’t remember the name and I’m failing to find it at the moment.